Enhanced indexing using weighted conditional value at risk (Q2288879)
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scientific article; zbMATH DE number 7153521
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Enhanced indexing using weighted conditional value at risk |
scientific article; zbMATH DE number 7153521 |
Statements
Enhanced indexing using weighted conditional value at risk (English)
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20 January 2020
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enhanced indexing
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conditional value at risk
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weighted conditional value at risk
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Gini mean difference
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Sharpe ratio
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upside potential ratio
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0.8474054932594299
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0.7914522886276245
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0.7827521562576294
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0.7551059722900391
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0.7523066401481628
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