On the foundation of performance measures under asymmetric returns (Q4646783): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1088/1469-7688/2/3/304
+Normal rank
@@ Property / OpenAlex ID @@
+W1998506499
@@ Property / OpenAlex ID: W1998506499 / rank @@
+Normal rank
@@ Property / cites work @@
+Foundations of Risk Measurement. I. Risk As Probable Loss
+Normal rank
@@ Property / cites work @@
+Foundations of risk measurement. II. Effects of gains on risk
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
+Normal rank
@@ Property / cites work @@
+Statistical modelling of asymmetric risk in asset returns
+Normal rank
@@ Property / cites work @@
+Q5639713
@@ Property / cites work: Q5639713 / rank @@
+Normal rank
@@ Property / cites work @@
+Several possible measures of risk
@@ Property / cites work: Several possible measures of risk / rank @@
+Normal rank
@@ Property / cites work @@
+An axiomatic theory of conjoint, expected risk
@@ Property / cites work: An axiomatic theory of conjoint, expected risk / rank @@
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Some extensions of Luce's measures of risk
@@ Property / cites work: Some extensions of Luce's measures of risk / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4646783