The Effectiveness of the GlueVaR Risk Measure on the Metals Market – the Application of Omega Performance Measure
Decision‑making process is an individual matter for each investor and the strategy they choose, reflects the level of accepted risk. Nevertheless, any investor wants to minimize huge losses while maximizing profits. As far as the measure of risk is concerned, literature is full of examples of tools...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
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Lodz University Press
2017-11-01
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| Schriftenreihe: | Acta Universitatis Lodziensis. Folia Oeconomica |
| Schlagworte: | |
| Online-Zugang: | https://czasopisma.uni.lodz.pl/foe/article/view/967 |
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