The best gain-loss ratio is a poor performance measure (Q2873125)
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scientific article; zbMATH DE number 6249460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The best gain-loss ratio is a poor performance measure |
scientific article; zbMATH DE number 6249460 |
Statements
23 January 2014
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gain-loss ratio
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acceptability indexes
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incomplete markets
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martingales
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quasi-concave optimization
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duality methods
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market modified risk measures
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The best gain-loss ratio is a poor performance measure (English)
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