Weakening the Gain-Loss-Ratio measure to make it stronger
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References listed on IDEAS
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More about this item
KeywordsGain-loss ratio; acceptability index; incomplete markets; good-deal bounds;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-22 (All new papers)
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