UPSIDE BETA RATIO: A PERFORMANCE MEASURE FOR POTENTIAL-SEEKING INVESTORS

DOI10.1142/S0219024920500144zbMath1443.91267OpenAlexW3007932695MaRDI QIDQ5114684

Dipankar Mondal, N. Selvaraju

Publication date: 25 June 2020

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

Full work available at URL: https://doi.org/10.1142/s0219024920500144

zbMATH Keywords

performance analysisportfolio managementideal performance measuremutual fund rankingupside beta ratio

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Sharpe thinking in asset ranking with one-sided measures
• Generalized deviations in risk analysis
• Coherent Measures of Risk
• A Minimax Portfolio Selection Rule with Linear Programming Solution
• DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

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