Pages that link to "Item:Q5234296"
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The following pages link to Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296):
Displaying 6 items.
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness (Q2088607) (← links)
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
- Both sensitive value measure and its applications (Q2172557) (← links)
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (Q2216390) (← links)
- Inner rate of risk aversion (IRRA) and its applications to investment selection (Q2216393) (← links)
- Utility indifference pricing and the Aumann-Serrano performance index (Q2304208) (← links)
