Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767)
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scientific article; zbMATH DE number 7702195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion |
scientific article; zbMATH DE number 7702195 |
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Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (English)
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26 June 2023
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utility maximization
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optimal investment
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risk management
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benchmarking
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asset allocation
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benchmark-reference-based utility
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loss aversion
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performance measure
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portfolio insurance
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