A COMPARISON OF CRITERIA FOR EVALUATING RISK MANAGEMENT STRATEGIES

Vista sencilla de ítem
dc.creatorBaker, Timothy G.
dc.creatorGloy, Brent A.
dc.date2017-04-01T19:20:45Z
dc.date.accessioned2026-07-09T03:36:41Z
dc.descriptionSeveral criteria that produce rankings of risk management alternatives are evaluated. The criteria considered are Value at Risk, the Sharpe ratio, the necessary condition for first degree stochastic dominance with a risk free asset, and the necessary condition for second degree stochastic dominance with a risk free asset. The effectiveness of the criteria increases as decision-makers are assumed to be more risk averse and have greater access to financial leverage.
dc.identifierdoi:10.22004/ag.econ.21726
dc.identifierhttps://ageconsearch.umn.edu/record/21726/files/sp00ba01.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/21726
dc.identifier.urihttp://hdl.handle.net/123456789/536474
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/21726
dc.titleA COMPARISON OF CRITERIA FOR EVALUATING RISK MANAGEMENT STRATEGIES
dc.typeText

Archivos

Colecciones

University of Minnesota