$25.00
The Kappa-Calmar Risk-Adjusted Performance Ratio for Capital Protection
Johannes C. Kloppers, Ph.D., Ashburn Investments
It will be shown that the newly proposed Kappa-Calmar ratio appropriately ranks portfolio performance according to these two main objectives.
Description
The Kappa-Calmar Risk-Adjusted Performance Ratio for Capital Protection
Johannes C. Kloppers, Ph.D., Ashburn Investments
It will be shown that the newly proposed Kappa-Calmar ratio appropriately ranks portfolio performance according to these two main objectives.
Related products
-
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25.00 Add to cart -
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Hierarchy of Methods for Calculating Rates of Return
$25.00 Add to cart -
A Comparison of GIPS and the AIMR-PPS
$5.00 Add to cart