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  • Search: subject:"Foster–Hart index"
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Aggregation 1 Aktienindex 1 Aumann–Serrano index 1 Foster–Hart index 1 Index 1 Index construction 1 Index futures 1 Index number 1 Index-Futures 1 Indexberechnung 1 Performance index 1 Performance measurement 1 Performance-Messung 1 Sharpe ratio 1 Stock index 1 Temporal aggregation 1
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English 1
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Hodoshima, Jiro 1 Yamawake, Toshiyuki 1
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International review of financial analysis 1
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Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes
Hodoshima, Jiro; Yamawake, Toshiyuki - In: International review of financial analysis 83 (2022), pp. 1-13
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