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

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+https://doi.org/10.1080/14697688.2018.1478121
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+W2884959305
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+An Economic Index of Riskiness
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+Dynamic monetary risk measures for bounded discrete-time processes
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+The elements of statistical learning. Data mining, inference, and prediction
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+Monotone Sharpe ratios and related measures of investment performance
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+Publication:5234296