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  • Search: subject:"Structured portfolio"
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Year of publication
Subject
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SharpeOmega ratio 2 Structured portfolio 2 Performance measure 1 performance measure 1
Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
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Prigent, Jean-Luc 2 Hentati, Rania 1 Hentati-Kaffel, Rania 1
Institution
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 HAL 1
Published in...
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Documents de travail du Centre d'Economie de la Sorbonne 1 Working Papers / HAL 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Structured portfolio analysis under SharpeOmega ratio
Hentati, Rania; Prigent, Jean-Luc - HAL - 2012
optimal structured portfolio is not necessarily increasing and concave. We also discuss about the interest of the asset …
Persistent link: https://www.econbiz.de/10011026161
Saved in:
Cover Image
Structured portfolio analysis under SharpeOmega ratio.
Hentati-Kaffel, Rania; Prigent, Jean-Luc - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
the optimal structured portfolio is not necessarily increasing and concave. We also discuss about the interest of the …
Persistent link: https://www.econbiz.de/10009421809
Saved in:
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