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Financial ratios / Mathematical finance / Financial risk / Utility / Decision theory / Sharpe ratio / Risk aversion / Sortino ratio / Expected utility hypothesis / Hyperbolic absolute risk aversion / Risk-neutral measure / Beta


A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks Kent Smetters ∗ Xingtan Zhang †
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Document Date: 2016-01-28 18:02:14


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File Size: 284,54 KB

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