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The (more than) 100 Ways to Measure Portfolio Performance: Part 2: Special Measures and Comparison
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The (more than) 100 Ways to Measure Portfolio Performance: Part 2: Special Measures and Comparison (2009)The (more than) 100 Ways to Measure Portf…Stock performance by utility indifference pricing and the Sharpe ratio (2018)Stock performance by utility …One-Sided Performance Measures Under Gram-Charlier Distributions (2016)One-Sided Performance Measure…Is carry-trade a viable alternative asset class? (2012)Is carry-trade a viable alter…The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds (2009)The Choice of Performance Mea…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Coherent Measures of Risk (1999)Sharper asset ranking from total drawdown durations (2017)Stability in mutual fund performance rankings: A new proposal (2018)Is the correlation in international equity returns constant: 1960–1990? (1995)Extreme Correlation of International Equity Markets (2001)Facts and Fantasies about Commodity Futures (2006)The rise of passive investing: a systematic literature review applying PRISMA framework (2024)Mutual Fund Performance (1966)The Sharpe Ratio (1994)Stochastic Processes for Insurance and Finance (2001)The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis (2023)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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  • 2009The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds30 cited
  • 2016One-Sided Performance Measures Under Gram-Charlier Distributions26 cited
  • 2012Is carry-trade a viable alternative asset class?21 cited
  • 2018Stock performance by utility indifference pricing and the Sharpe ratio21 cited

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