Universitätspl. 2
PSF 4120
Magdeburg, D-39106
Germany
Otto-von-Guericke-Universität Magdeburg
Downside risk, Kappa ratio, performance measurement, Sharpe ratio
Data envelopment analysis, efficiency, environmental variables, German savings banks
currency returns, foreign exchange, forward premium puzzle, risk aversion, stochastic discount factor
Downside risk, Kappa ratios, lower partial moment, performance measurement, Sharpe ratio