Coherent Portfolio Performance Ratios
Copyright policy ) Kroll, Yoram; Marchioni, Andrea; Ben-Horin, Moshe;
Coherent Portfolio Performance Ratios
In Quantitative Finance 2016, Chen, Hu and Lin (CHL) claimed the following: ‘ … there is yet no coherent risk measure related to investment performance.’ (p. 682). Our paper suggests and analyzes f...
Italy
- University of Modena and Reggio Emilia Italy
- Ono Academic College Israel
- Ruppin Academic Center Israel
- University of Udine Italy
- Tuscia University Italy
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).8 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 8
Top 10%
Average
Top 10%
Fields of Science
This action will publish the selected files and record in Zenodo. Are you sure you want to proceed?