Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’
Work
Year: 2022
Type: article
Source: Applied Mathematical Finance
Authors Peter Forsyth, Kenneth R. Vetzal
Institution University of Waterloo
Cites: 43
Cited by: 4
Related to: 10
FWCI: 1.025
Citation percentile (by year/subfield): 67.59
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: closed
Grant ID RGPIN-2017-03760