Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2018.1478121
+Normal rank
@@ Property / OpenAlex ID @@
+W2884959305
@@ Property / OpenAlex ID: W2884959305 / rank @@
+Normal rank
@@ Property / cites work @@
+An Economic Index of Riskiness
@@ Property / cites work: An Economic Index of Riskiness / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782353
@@ Property / cites work: Q2782353 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5505177
@@ Property / cites work: Q5505177 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+Q3918886
@@ Property / cites work: Q3918886 / rank @@
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+Normal rank
@@ Property / cites work @@
+Q4523870
@@ Property / cites work: Q4523870 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3790455
@@ Property / cites work: Q3790455 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotone Sharpe ratios and related measures of investment performance
+Normal rank