Structured products under generalized kappa ratio
Year of publication: |
November 2016
|
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Authors: | Hentati-Kaffel, Rania |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 599-614
|
Subject: | Structured portfolio | Performance measure | Optimal positioning | Kappa measure | Sharpe-Omega ratio | Sortino ratio | Theorie | Theory | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Betriebliche Kennzahl | Financial ratio | Messung | Measurement |
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