Comparing dynamic and static performance indexes in the stock market : evidence from Japan
Year of publication: |
2022
|
---|---|
Authors: | Hodoshima, Jiro ; Yamawake, Toshiyuki |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 29.2022, 2, p. 171-193
|
Subject: | Aumann-Serrano performance index | Multi-period gamble | One-period gamble | Sharpe ratio | Stock data | Japan | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Index | Index number | Glücksspiel | Gambling | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Risiko | Risk |
-
The Aumann-Serrano performance index for multi-period gambles in stock data
Hodoshima, Jiro, (2020)
-
Sensitivity of performance indexes to disaster risk
Hodoshima, Jiro, (2021)
-
Does a search attention index explain portfolio returns in India?
Dharani, M., (2022)
- More ...
-
Sensitivity of performance indexes to disaster risk
Hodoshima, Jiro, (2021)
-
The Aumann-Serrano performance index for multi-period gambles in stock data
Hodoshima, Jiro, (2020)
-
Sensitivity of performance indexes to disaster risk
Hodoshima, Jiro, (2021)
- More ...