On the foundation of performance measures under asymmetric returns

Quantitative Finance

Volumn 2, Issue 3, 2002, Pages 217-223

  Pedersen, Christian S ^a   Satchell, Stephen E ^b  

^a Oliver Wyman and Company   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008852528     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/3/304     Document Type: Article

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