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