Data/hora: 02/06/2024 07:10:41

Provedor de dados: | 31
País: | United States
Título: | A COMPARISON OF CRITERIA FOR EVALUATING RISK MANAGEMENT STRATEGIES
Autores: | Baker,   Timothy G.; Gloy,   Brent A.
Data: | 2000-05-10
Ano: | 2000
Palavras-chave: | Research Methods/ Statistical Methods; Risk and Uncertainty.
Resumo: | Several 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.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

1967

http://purl.umn.edu/21726

Editor: | AgEcon Search

Relação:

American Agricultural Economics Association&gt;2000 Annual meeting, July 30-August 2, Tampa, FL

Selected Paper

Formato:

26

application/pdf