Generalized Safety First and a New Twist on Portfolio Performance (Q3518458)
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scientific article; zbMATH DE number 5309108
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized Safety First and a New Twist on Portfolio Performance |
scientific article; zbMATH DE number 5309108 |
Statements
Generalized Safety First and a New Twist on Portfolio Performance (English)
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8 August 2008
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entropy
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importance sampling
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Kullback-Leibler divergence
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portfolio choice
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portfolio performance
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safety first
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shortfall
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0.810611367225647
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0.808469295501709
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0.7662363052368164
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0.7590528726577759
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