Pages that link to "Item:Q4646783"
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The following pages link to On the foundation of performance measures under asymmetric returns (Q4646783):
Displayed 5 items.
- Optimal strategies under omega ratio (Q1713773) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)