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The limited relevance of the multiple IRRs

Ben-Horin, Moshe; Kroll, Yoram - In: The engineering economist : a journal devoted to the … 57 (2012) 2, pp. 101-118

Persistent link: https://www.econbiz.de/10009566327

Valuation, downside risk measures and asymmetric information : a portfolio optimization approach

Kroll, Yoram; Ben-Horin, Moshe - In: International journal of economics, finance and … 2 (2014) 6, pp. 319-331

Persistent link: https://www.econbiz.de/10010508729

A parametric approach o stochastic dominance : the lognormal case

Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288

Persistent link: https://www.econbiz.de/10003609706

Sample vs. population mean-variance efficient portfolios

Levy, Haim; Kroll, Yoram - In: Management science : journal of the Institute for … 26 (1980) 11, pp. 1108-1116

Persistent link: https://www.econbiz.de/10003609713

Voluntary insurance coverage, compulsory insurance, and risky-riskless portfolio opportunities

Briys, Eric; Kahane, Yehuda; Kroll, Yoram - 1988

Persistent link: https://www.econbiz.de/10011865668

Factors affecting the impact of investors' horizon on asset allocation decisions : an experiemtnal exploration

Amar, Moty; Kroll, Yoram - In: Behavioral finance : where do investors' biases come from?, (pp. 345-367). 2016

Persistent link: https://www.econbiz.de/10011568323

Analytical redefinition of DOL and managerial investment decisions

Kroll, Yoram; Aharon, David Yechiam - In: Managerial finance 40 (2014) 7, pp. 734-754

Persistent link: https://www.econbiz.de/10010391065

A simple intuitive NPV-IRR consistent ranking

Ben-Horin, Moshe; Kroll, Yoram - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 108-114

Persistent link: https://www.econbiz.de/10011792797

VAR Risk Measures Versus Traditional Risk Measures : An Analysis and Survey

Kaplanski, Guy - 2013

The article presents an analysis and partial survey regarding the validity of VaR risk measures in comparison to traditional risk measures. The assumed individuals are either maximizing their expected utility or possess a lexicographic utility function. The analysis is carried out for generally...

Persistent link: https://www.econbiz.de/10012712219

Coherent portfolio performance ratios

Kroll, Yoram; Marchioni, Andrea; Ben-Horin, Moshe - In: Quantitative finance 21 (2021) 9, pp. 1589-1603

Persistent link: https://www.econbiz.de/10012624159

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