MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS

DOI10.1142/S0219024904002530zbMath1088.91033OpenAlexW3126045489MaRDI QIDQ4653036

Craig Friedman, Sven Sandow

Publication date: 28 February 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024904002530

zbMATH Keywords

utility functionfinancial marketLikelihood ratiohorse racemodel performance

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Aspects concerning entropy and utility

Cites Work

• Products of trees for investment analysis
• Probability Theory
• Model Selection and Multimodel Inference
• MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS

This page was built for publication: MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS