Pages that link to "Item:Q2001262"
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The following pages link to Monotone Sharpe ratios and related measures of investment performance (Q2001262):
Displaying 8 items.
- Arithmetic returns for investment performance measurement (Q743169) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- The Generalized Treynor Ratio (Q3374859) (← links)
- Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)