One-sided performance measures under Gram-Charlier distributions
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
|
Subject: | Lower/upper partial moment | Certainty equivalent | Rank correlation | Semi non-parametric distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Nichtparametrisches Verfahren | Nonparametric statistics | Ranking-Verfahren | Ranking method | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Einkommensverteilung | Income distribution |
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