Horizon-adjusted portfolio performance measure
Year of publication: |
2021
|
---|---|
Authors: | Kroll, Yoram ; Ben-Horin, Moshe |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 4, p. 92-104
|
Subject: | Horizon-adjusted monthly risk factors | risk aversion | loss aversion | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Verlust | Loss |
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