Zobrazeno 1 - 5
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pro vyhledávání: '"Benedikt Hoechner"'
Autor:
Benedikt Hoechner
Publikováno v:
SSRN Electronic Journal.
Wind energy companies must implement risk management strategies in order to successfully integrate into a liberalized energy market. This study analyses the influence of operational size (number of wind turbines in the portfolio) on the effectiveness
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eb17a8ac38c0338f02e55945b0a3cf8e
https://doi.org/10.2139/ssrn.4168050
https://doi.org/10.2139/ssrn.4168050
Autor:
Benedikt Hoechner
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbf1c31df906884910b468f909fdb3c0
https://doi.org/10.2139/ssrn.3933219
https://doi.org/10.2139/ssrn.3933219
Publikováno v:
International Review of Finance. 17:597-610
Downside performance measures relate above target returns with lower partial moments. They were developed to resolve restrictive assumptions of the classical Sharpe ratio. While the Sharpe ratio evaluates whether portfolios of a mutual fund and the r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c735aea6588a1a4474b668b5c2551152
https://doi.org/10.1111/irfi.12137
https://doi.org/10.1111/irfi.12137
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2225fd1bc8237c5b173e2ca2d98c4b11
https://doi.org/10.2139/ssrn.3459524
https://doi.org/10.2139/ssrn.3459524
Publikováno v:
SSRN Electronic Journal.
The Sharpe ratio has been criticized with regard to the assumptions of mean-volatility portfolio selection. Downside performance measures were developed to resolve this critique; they are consistent with expected utility under less restrictive assump
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef3b4fbf2b53c626c21976851a0744cd
https://doi.org/10.2139/ssrn.2893589
https://doi.org/10.2139/ssrn.2893589