Computing the Substantial-Gain–Loss-Ratio
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DOI: 10.1007/s10614-018-9845-2
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- Antonio E. Bernardo & Olivier Ledoit, 2000. "Gain, Loss, and Asset Pricing," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 144-172, February.
- Voelzke, Jan, 2015. "Weakening the Gain–Loss-Ratio measure to make it stronger," Finance Research Letters, Elsevier, vol. 12(C), pages 58-66.
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Keywords
Substantial-Gain–Loss-Ratio; Gain–Loss-Ratio; Performance measure;All these keywords.
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