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Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 1 / January 2023
- Published online by Cambridge University Press:
- 16 January 2023, pp. 149-183
- Print publication:
- January 2023
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- Article
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PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 4 / October 2020
- Published online by Cambridge University Press:
- 26 June 2019, pp. 522-549
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