An efficient ex-ante criterion for ranking investment strategies (Q1015807)
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scientific article; zbMATH DE number 5550296
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient ex-ante criterion for ranking investment strategies |
scientific article; zbMATH DE number 5550296 |
Statements
An efficient ex-ante criterion for ranking investment strategies (English)
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30 April 2009
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payoff distribution pricing model
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inefficiency amount
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Fisher separation theorem
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two-factor Vasicek model
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fixed-income strategies
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0.7155448198318481
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0.7132237553596497
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0.7046515345573425
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0.6762042045593262
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0.6751833558082581
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