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Weakening the Gain-Loss-Ratio measure to make it stronger
Voelzke, Jan - In: Finance research letters 12 (2015), pp. 58-66
Persistent link: https://www.econbiz.de/10011552245
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Efficient estimation of expected stock price returns
Madan, Dilip B. - In: Finance research letters 23 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
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A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
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Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki; Nakagawa, Kei - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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Portfolio optimisation using alternative risk measures
Lorimer, Douglas Austen; Van Schalkwyk, Cornelis Hendrik; … - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061498