The Best Gain-Loss Ratio is a Poor Performance Measure (Q2873125)

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The Best Gain-Loss Ratio is a Poor Performance Measure
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    The Best Gain-Loss Ratio is a Poor Performance Measure (English)
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    23 January 2014
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    gain-loss ratio
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    acceptability indexes
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    incomplete markets
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    martingales
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    quasi-concave optimization
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    duality methods
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    market modified risk measures
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