Pages that link to "Item:Q2464236"
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The following pages link to Sharpe thinking in asset ranking with one-sided measures (Q2464236):
Displaying 17 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- A nonparametric quantity-of-quality approach to assessing financial asset return performance (Q1669870) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- Risk-reward ratio optimisation (revisited) (Q2057901) (← links)
- Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487) (← links)
- The Generalized Treynor Ratio (Q3374859) (← links)
- Portfolio Allocation Using Omega Function: An Empirical Analysis (Q4561913) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- UPSIDE BETA RATIO: A PERFORMANCE MEASURE FOR POTENTIAL-SEEKING INVESTORS (Q5114684) (← links)
- Evaluation of strategy portfolios (Q6538797) (← links)
- Concentrated portfolio selection models based on historical data (Q6574663) (← links)