One-sided performance measures under Gram-Charlier distributions
Angel León, Manuel Moreno
| Year of publication: |
January 2017
|
|---|---|
| Authors: | León Valle, Ángel Manuel ; Moreno, Manuel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 74.2017, p. 38-50
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| Subject: | Lower/upper partial moment | Certainty equivalent | Rank correlation | Semi non-parametric distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793629