The Kappa-Calmar Risk-Adjusted Performance Ratio for Capital Protection
$25
The Kappa-Calmar Risk-Adjusted Performance Ratio for Capital Protection
Johannes C. Kloppers, Ph.D., Ashburn Investments
It will be shown that the newly proposed Kappa-Calmar ratio appropriately ranks portfolio performance according to these two main objectives.
The Kappa-Calmar Risk-Adjusted Performance Ratio for Capital Protection
Johannes C. Kloppers, Ph.D., Ashburn Investments
It will be shown that the newly proposed Kappa-Calmar ratio appropriately ranks portfolio performance according to these two main objectives.
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