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Portfolio performance evaluation with generalized Sharpe ratios : beyond the mean and variance
Zakamouline, Valeri; Koekebakker, Steen - In: Journal of banking & finance 33 (2009) 7, pp. 1242-1254
Persistent link: https://www.econbiz.de/10003842258
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Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Zakamouline, Valeri; Koekebakker, Steen - In: Journal of banking & finance 33 (2009) 7, pp. 1242-1254
Persistent link: https://www.econbiz.de/10008239849
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Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Zakamouline, Valeri; Koekebakker, Steen - In: Journal of banking & finance 33 (2009) 7, pp. 1242-1255
Persistent link: https://www.econbiz.de/10008882536
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A space-time random field model for electricity forward prices
Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
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Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
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Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2021
Persistent link: https://www.econbiz.de/10008099637
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Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2022
Persistent link: https://www.econbiz.de/10008897711