Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan
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DOI: 10.1007/s10690-019-09287-z
Abstract: We compare performance evaluation of the TOPIX Core 30 of Japanese stocks by the performance evaluation index based on the economic index of riskiness of Aumann and Serrano (J Polit Econ 116:810–836, 2008) and the… read more here.
Keywords: risk; high moments; performance evaluation; performance ... See more keywords