Ki Wai Chau

University of Groningen - Faculty of Economics and Business

Postbus 72

9700 AB Groningen

Netherlands

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Scholarly Papers (1)

1.

Comparative Risk Aversion vs. Threshold Choice in the Omega Ratio

Number of pages: 44 Posted: 06 Jan 2023 Last Revised: 07 Sep 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
Downloads 96 (506,935)

Abstract:

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Omega Ratio, Risk Preferences, Decision Criteria