On the foundation of performance measures under asymmetric returns (Q4646783)
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scientific article; zbMATH DE number 7001522
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the foundation of performance measures under asymmetric returns |
scientific article; zbMATH DE number 7001522 |
Statements
On the foundation of performance measures under asymmetric returns (English)
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14 January 2019
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asymmetric returns
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maximum principle
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performance measures
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0.7670786380767822
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0.7539029121398926
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0.7525373697280884
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0.7521947622299194
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0.7474272847175598
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