𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Compatibility between pricing rules and risk measures: The CCVaR

✍ Scribed by Alejandro Balbás; Raquel Balbás


Publisher
Springer Milan
Year
2009
Tongue
English
Weight
207 KB
Volume
103
Category
Article
ISSN
1578-7303

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A note on the relationships between some
✍ Donald Lien 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 100 KB

## Abstract Assuming portfolio returns are normally distributed, it is shown that both Sortino ratio (SR) and upside potential ratio (UPR) are monotonically increasing functions of the Sharpe ratio. As a result, all three risk‐adjusted performance measures provide identical ranking among investment

Interaction between polymers in dilute s
✍ Kratochvil, Pavel ;Straková, Dagmar ;Tuzar, Zdeněk 📂 Article 📅 1977 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 509 KB

## Abstract The intensity of light scattered from dilute solutions of mixtures of two nonidentical polymers in a single solvent was measured. The parameter A~24~ characterising the thermo‐dynamic interaction of two nonidentical polymer molecules in solution was calculated for several systems polyme