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An operational interpretation and existence of the Aumann-Serrano...

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Cover Image. An operational interpretation and existence of the Aumann-Serrano index of riskiness. Ulrich Homm; Christian Pigorsch. Year of Publication:

EconPapers: An operational interpretation and existence of the...

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By Ulrich Homm and Christian Pigorsch; Abstract: In this note we provide an operational interpretation of the economic index of riskiness of ...

Homm, Ulrich: मुफ़्त में डाउनलोड. ई-बुक पुस्तकालय. Z-Library में ऑन ...

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Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement · Ulrich Homm, Christian Pigorsch. पत्रिका:. › ...

An operational interpretation and existence of the Aumann–Serrano...

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... operational interpretation and existence of the Aumann–Serrano index of riskiness. more. COLLAPSE. Ulrich Homm, Christian Pigorsch · Details · Contributors ...

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Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement. Ulrich Homm and Christian Pigorsch. Journal: Journal of ...

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