Skip To Main Content
Andrea Marchioni on Muck Rack

Andrea Marchioni

As seen in: uni-muenchen.de, Energetika.net
Is this you? As a journalist, you can create a free Muck Rack account to customize your profile, list your contact preferences, and upload a portfolio of your best work. Claim your profile
Back to Andrea Marchioni’s profile

Articles by Andrea Marchioni

Sortino(γ): a modified Sortino ratio with adjusted threshold

|
By Andrea Marchioni
| uni-muenchen.de
Balder, S., Schweizer, N. (2017). Risk aversion vs. the Omega ratio: Consistency results. Finance Research Letters, 21, 78 – 84. Booth, G.G., Broussard, J.P. (2017). The Sortino ratio and extreme value theory: An application to asset allocation. In Ed. Longin, F., A Handbook of Extreme Value Theory and Its Applications, Wiley. Frugier, A. (2016). Returns, volatility and investor sentiment: evidence from European stock markets. Research in International Business and Finance, 38, 45-55.
Open in Who Shared Issue with article?

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

|
By Yoram Kroll, Andrea Marchioni, Ono College, Moshe Ben-Horin
| articlegateway.com
Abstract A portfolio’s Sortino ratio is strongly affected by the risk-free vs. risky assets mix, except for the case where the threshold, T is equal to the risk-free rate. Therefore, if T differs from the risk-free rate, the portfolio’s Sortino ratio could potentially be increased by merely changing the mix of the risk-free and the risky components. The widely used Sharpe ratio, on the other hand, does not share this caveat.
Open in Who Shared Issue with article?

Investment and Financing Perspectives For Solar Photovoltaic Projects

|
By Andrea Marchioni, Carlo A. Magni, Davide Baschieri
| Energetika.net Verified
We use cookies to ensure you get the best experience on our portal. These help us show you interesting links to our partners and get feedback on what interests you the most. We make sure that our content is even better and that it lives with our readers. We invite you to enter the intersection of Slovenian energy! More about this Necessary cookies They are indispensable for the functioning of the website.
Open in Who Shared View Duplicates (18) Issue with article?
Show More