Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296)
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scientific article; zbMATH DE number 7110419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock performance by utility indifference pricing and the Sharpe ratio |
scientific article; zbMATH DE number 7110419 |
Statements
Stock performance by utility indifference pricing and the Sharpe ratio (English)
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26 September 2019
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performance measure
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utility indifference pricing
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the inner rate of risk aversion
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Sharpe ratio
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normal mixture
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