A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-020-03771-w
+Normal rank
@@ Property / OpenAlex ID @@
+W3194842012
@@ Property / OpenAlex ID: W3194842012 / rank @@
+Normal rank
@@ Property / cites work @@
+The Construction of Utility Functions from Expenditure Data
+Normal rank
@@ Property / cites work @@
+The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
+Normal rank
@@ Property / cites work @@
+A financial fraud detection indicator for investors: an \textit{IDeA}
+Normal rank
@@ Property / cites work @@
+Dynamic risk exposures in hedge funds
@@ Property / cites work: Dynamic risk exposures in hedge funds / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
+Normal rank
@@ Property / cites work @@
+Risk and Rationality: Uncovering Heterogeneity in Probability Distortion
+Normal rank
@@ Property / cites work @@
+Mixed risk aversion
@@ Property / cites work: Mixed risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+On the intensity of downside risk aversion
@@ Property / cites work: On the intensity of downside risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Q5636818
@@ Property / cites work: Q5636818 / rank @@
+Normal rank
@@ Property / cites work @@
+Gram-Charlier densities: maximum likelihood versus the method of moments
+Normal rank
@@ Property / cites work @@
+Risk-aversion, prudence and temperance
@@ Property / cites work: Risk-aversion, prudence and temperance / rank @@
+Normal rank
@@ Property / cites work @@
+Taylor series approximations to expected utility and optimal portfolio choice
+Normal rank
@@ Property / cites work @@
+T. N. Thiele's Contributions to Statistics
@@ Property / cites work: T. N. Thiele's Contributions to Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+The Early History of the Cumulants and the Gram‐Charlier Series
+Normal rank
@@ Property / cites work @@
+Gram-Charlier densities.
@@ Property / cites work: Gram-Charlier densities. / rank @@
+Normal rank
@@ Property / cites work @@
+A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*
+Normal rank
@@ Property / cites work @@
+Standard Risk Aversion
@@ Property / cites work: Standard Risk Aversion / rank @@
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / cites work @@
+Proper prudence, standard prudence and precautionary vulnerability
+Normal rank
@@ Property / cites work @@
+Mean-variance approximations to expected utility
@@ Property / cites work: Mean-variance approximations to expected utility / rank @@
+Normal rank
@@ Property / cites work @@
+Increasing outer risk
@@ Property / cites work: Increasing outer risk / rank @@
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
+Normal rank
@@ Property / cites work @@
+Krein condition in probabilistic moment problems
@@ Property / cites work: Krein condition in probabilistic moment problems / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk
+Normal rank