Sharpe thinking in asset ranking with one-sided measures-Reference-Cited by-同舟云学术

Sharpe thinking in asset ranking with one-sided measures

Published:2008-03 Issue:3 Volume:185 Page:1542-1547
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Farinelli Simone,Tibiletti Luisa

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference16 articles.

1. Different approaches to risk estimation in portfolio theory;Biglova;Journal of Portfolio Management,2004

2. Cascon A., Keating, C., Shadwick, W., 2002. Introduction to Omega, The Finance Development Centre.

3. Dowd, K., 2001. Sharpe thinking. Risk, Risk Management for Investors, Special Report, June, S22-S24.

4. Upside and downside risk with a benchmark;Farinelli;Atlantic Economic Journal,2003

5. The utility analysis of choices involving risks;Friedman;Journal of Political Economy,1948

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