Benedikt Hoechner

Otto-von-Guericke-Universität Magdeburg

Universitätspl. 2

PSF 4120

Magdeburg, D-39106

Germany

  • Otto-von-Guericke-Universität Magdeburg

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Scholarly Papers (2)

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1.

Downside Performance Measures and the Sharpe Ratio

Number of pages: 20 Posted: 03 Oct 2019
Benedikt Hoechner, Peter Reichling and Gordon Schulze
Otto-von-Guericke-Universität Magdeburg, Otto-von-Guericke University Magdeburg and Otto-von-Guericke-Universität Magdeburg
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Abstract:

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Downside risk, Kappa ratio, performance measurement, Sharpe ratio

2.

Pitfalls of Downside Performance Measures with Arbitrary Targets

Posted: 06 Jan 2017
Benedikt Hoechner, Peter Reichling and Gordon Schulze
Otto-von-Guericke-Universität Magdeburg, Otto-von-Guericke University Magdeburg and Otto-von-Guericke-Universität Magdeburg

Abstract:

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Downside risk, Kappa ratios, lower partial moment, performance measurement, Sharpe ratio