Subject
Economics and Econometrics,Finance
Reference85 articles.
1. Stochastic dominance and portfolio analysis;Ali;Journal of Financial Economics,1975
2. American and European portfolio selection strategies: The Markovian approach;Angelelli,2009
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Does the choice of performance measure influence the evaluation of commodity investments?;Auer;International Review of Financial Analysis,2015
5. Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings;Auer;Journal of International Financial Markets, Institutions & Money,2013
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献