Coherent portfolio performance ratios
Yoram Kroll, Andrea Marchioni and Moshe Ben-Horin
| Year of publication: |
2021
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|---|---|
| Authors: | Kroll, Yoram ; Marchioni, Andrea ; Ben-Horin, Moshe |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 9, p. 1589-1603
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| Subject: | Coherent performance ratios | Coherent risk measures | Downside risk measures | FSDR and SSDR rules | Kappa ratio | Lower partial moments | Omega ratio | Sortino ratio | Stochastic dominance | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Betriebliche Kennzahl | Financial ratio | Messung | Measurement | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1869293 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624159