Both sensitive value measure and its applications (Q2172557): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Stock performance by utility indifference pricing and the Sharpe ratio / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Utility indifference pricing and the Aumann-Serrano performance index / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Inner rate of risk aversion (IRRA) and its applications to investment selection / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4230625 / rank | |||
Normal rank | |||
Revision as of 03:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Both sensitive value measure and its applications |
scientific article |
Statements
Both sensitive value measure and its applications (English)
0 references
16 September 2022
0 references
risk sensitive value measure (RSVM)
0 references
inner rate of risk aversion (IRRA)
0 references
both sensitive value measure (BSVM)
0 references
aggressiveness index
0 references
0 references
