Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:25, 5 March 2024
scientific article; zbMATH DE number 7110419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock performance by utility indifference pricing and the Sharpe ratio |
scientific article; zbMATH DE number 7110419 |
Statements
Stock performance by utility indifference pricing and the Sharpe ratio (English)
0 references
26 September 2019
0 references
performance measure
0 references
utility indifference pricing
0 references
the inner rate of risk aversion
0 references
Sharpe ratio
0 references
normal mixture
0 references
