Both sensitive value measure and its applications (Q2172557): Difference between revisions

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+https://doi.org/10.1007/s10690-021-09352-6
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+W3202828913
@@ Property / OpenAlex ID: W3202828913 / rank @@
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@@ Property / cites work @@
+Stock performance by utility indifference pricing and the Sharpe ratio
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+Utility indifference pricing and the Aumann-Serrano performance index
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@@ Property / cites work @@
+Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan
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@@ Property / cites work @@
+Inner rate of risk aversion (IRRA) and its applications to investment selection
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@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank