An efficient ex-ante criterion for ranking investment strategies (Q1015807)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An efficient ex-ante criterion for ranking investment strategies |
scientific article; zbMATH DE number 5550296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient ex-ante criterion for ranking investment strategies |
scientific article; zbMATH DE number 5550296 |
Statements
An efficient ex-ante criterion for ranking investment strategies (English)
0 references
30 April 2009
0 references
payoff distribution pricing model
0 references
inefficiency amount
0 references
Fisher separation theorem
0 references
two-factor Vasicek model
0 references
fixed-income strategies
0 references
