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  • Search: subject:"Conditional performance measure"
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Year of publication
Subject
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Conditional performance measure 3 Conditional acceptability index 2 Dynamic performance measure 2 Induced family of risk measures 2 Measurement 2 Messung 2 Performance measurement 2 Performance-Messung 2 Portfolio selection 2 Portfolio-Management 2 Risikomaß 2 Risk measure 2 Risk to reward ratio 2 Theorie 2 Theory 2 Time consistency 2 Acceptability indices 1 Betriebliche Kennzahl 1 Capital income 1 Elicitability 1 Expectile-based coherent risk measures 1 Financial ratio 1 Kapitaleinkommen 1 Risiko 1 Risk 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Biagini, Sara 2 Bion-Nadal, Jocelyne 2 Rossello, Damiano 1
Published in...
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Decisions in economics and finance : a journal of applied mathematics 1 Journal of Mathematical Economics 1 Journal of mathematical economics 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Performance measurement with expectiles
Rossello, Damiano - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 343-374
Persistent link: https://www.econbiz.de/10013380572
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Dynamic quasi concave performance measures
Biagini, Sara; Bion-Nadal, Jocelyne - In: Journal of mathematical economics 55 (2014), pp. 143-153
Persistent link: https://www.econbiz.de/10011297774
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Dynamic quasi concave performance measures
Biagini, Sara; Bion-Nadal, Jocelyne - In: Journal of Mathematical Economics 55 (2014) C, pp. 143-153
We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and certainty equivalent to conditional acceptability indexes. We...
Persistent link: https://www.econbiz.de/10011118016
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