Gordon Schulze

Otto-von-Guericke-Universität Magdeburg

Universitätspl. 2

PSF 4120

Magdeburg, D-39106

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

315

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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
Downloads 315 (186,451)

Abstract:

Loading...

Downside risk, Kappa ratio, performance measurement, Sharpe ratio

2.

Regional Differences in the Efficiency of German Savings Banks

Posted: 28 Feb 2018
Peter Reichling and Gordon Schulze
Otto-von-Guericke University Magdeburg and Otto-von-Guericke-Universität Magdeburg

Abstract:

Loading...

Data envelopment analysis, efficiency, environmental variables, German savings banks

3.

Carry Trade Returns and Segmented Risk Pricing

Posted: 23 Feb 2018 Last Revised: 18 Dec 2020
Gordon Schulze
Otto-von-Guericke-Universität Magdeburg

Abstract:

Loading...

currency returns, foreign exchange, forward premium puzzle, risk aversion, stochastic discount factor

4.

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:

Loading...

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