Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng and Thai Nguyen
| Year of publication: |
2023
|
|---|---|
| Authors: | Tak Wa Ng ; Nguyen, Thai |
| Subject: | asset allocation | benchmark-reference-based utility | benchmarking | loss aversion | optimal investment | performance measure | portfolio insurance | risk management | Utility maximization | Portfolio-Management | Portfolio selection | Theorie | Theory | Benchmarking | Risikoaversion | Risk aversion | Performance-Messung | Performance measurement | Risikomanagement | Risk management | Verlust | Loss | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2022.26 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247652