Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets

By Ales Cerný. 2003

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9a25b43dd945dd4edb529a541bfcd4bba7506113

Citations in the corpus

PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009, unknown): “3 For an alternative approach based on expected truncated quadratic utility see Černý (2003).”