Risk-Adjusted Performance of American and European Clean-Energy Portfolios
Štúdia zostavuje dve portfóliá zelenej energie s ôsmimi aktívami, ktoré zahŕňajú akcie z USA a Európy, s cieľom posúdiť, ktoré portfólio prináša lepšiu výkonnosť upravenú o riziko. Analýza využíva pokročilé metriky výkonnosti, ukazovatele Stutzer a Omega, pričom tradičný Sharpeov pomer slúži ako ref...
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| Language: | English |
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