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Yoram Kroll

Ono Academic College Israel

Professor

Tzal St. 104

Jerusalem

Israel

  • Ono Academic College Israel

    • Email
    • Tel: 972-505718153
    • Fax: 972-9-9523024
SCHOLARLY PAPERS

4

DOWNLOADS

623

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Financial Markets and Terrorism: The Perspective of the Two Sides of the Conflict

Journal of Business Administration Research, Vol. 1, 18-29, 2012
Number of pages: 12 Posted: 25 Nov 2013
Rafi (Rafael) Eldor, Shmuel Hauser, Yoram Kroll and Sharbel Shoukair
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Ono Academic College Israel and Ono Academic College
Downloads 293 (260,469)

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Terror attack, Terrorism, Stock markets

2.

Valuation, Downside Risk Measures and Asymmetrical Information: A Portfolio Optimization Approach

Number of pages: 28 Posted: 16 Aug 2010 Last Revised: 27 Sep 2010
Yoram Kroll
Ono Academic College Israel
Downloads 124 (584,619)

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3.

Sortino(γ): A Modified Sortino Ratio with Adjusted Threshold

Journal of Accounting and Finance, 23(6); Forthcoming
Number of pages: 10 Posted: 12 Mar 2024
Yoram Kroll, Andrea Marchioni and Moshe Ben Horin
Ono Academic College Israel, Università degli Studi di Udine - Department of Economics and Ono Academic College
Downloads 116 (654,668)

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Performance ratios, Sortino ratio, Risk aversion, Loss aversion, FSDR rule, SSDR rule

4.

Coherent Portfolio Performance Ratios

Quantitative Finance, 21(9), 2021
Number of pages: 31 Posted: 12 Mar 2024
Yoram Kroll, Andrea Marchioni and Moshe Ben Horin
Ono Academic College Israel, Università degli Studi di Udine - Department of Economics and Ono Academic College
Downloads 90 (747,755)

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Coherent performance ratios, Coherent risk measures, Downside risk measures, Lower partial moments, Sortino ratio, Omega ratio, Kappa ratio, stochastic dominance, FSDR and SSDR rules