Name
Year | Venue | Keywords |
|---|---|---|
2012 | Risk and Decision Analysis | optimal stopping theory,sharpe ratio,levy processes |
Field | DocType | Volume |
Trading strategy,Modigliani risk-adjusted performance,Omega ratio,Mathematical economics,Economics,Optimal stopping,Stochastic process,Portfolio,Sharpe ratio,Lévy process | Journal | 3 |
Issue | Citations | PageRank |
1-2 | 0 | 0.34 |
References | Authors | |
0 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| W. K. Wong | 1 | 957 | 49.71 |
| John Alexander Wright | 2 | 2 | 2.05 |
| Sheung Chi Phillip Yam | 3 | 33 | 5.94 |
| S. P. Yung | 4 | 181 | 17.68 |