Comparative risk aversion vs. threshold choice in the Omega ratio
Year of publication: |
2024
|
---|---|
Authors: | Balter, Anne G. ; Chau, Ki Wai ; Schweizer, Nikolaus |
Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 123.2024, Art.-No. 102992, p. 1-15
|
Subject: | Background risk | Decision criteria | Omega ratio | Risk preferences | Theorie | Theory | Risikopräferenz | Risk attitude | Risikoaversion | Risk aversion | Risiko | Risk | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk |
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