Ki Wai Chau

University of Groningen - Faculty of Economics and Business

Postbus 72

9700 AB Groningen

Netherlands

  • University of Groningen - Faculty of Economics and Business

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Comparative Risk Aversion vs. Threshold Choice in the Omega Ratio

Number of pages: 25 Posted: 06 Jan 2023
Anne Balter, Ki Wai Chau and Nikolaus Schweizer
Tilburg University, University of Groningen - Faculty of Economics and Business and Tilburg School of Economics and Management
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Abstract:

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Omega Ratio, Risk Preferences, Decision Criteria