On the foundation of performance measures under asymmetric returns (Q4646783)

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scientific article; zbMATH DE number 7001522
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On the foundation of performance measures under asymmetric returns
scientific article; zbMATH DE number 7001522

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    On the foundation of performance measures under asymmetric returns (English)
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    14 January 2019
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    asymmetric returns
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    maximum principle
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    performance measures
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