The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Jiro Hodoshima
| Year of publication: |
2021
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|---|---|
| Authors: | Hodoshima, Jiro |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-7
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| Subject: | Aumann-Serrano performance index | Inner rate of risk aversion | Risk averse | Risk loving | Utility indifference pricing | Risikoaversion | Risk aversion | Theorie | Theory | Index | Index number | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101588 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805213