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2. DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES. (2013). Bielecki, Tomasz R ; Rodriguez, Rodrigo ; Iyigunler, Ismail ; Cialenco, Igor.
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1. Robust Portfolio Selection Problems: A Comprehensive Review. (2022). Ghasemi, Alireza ; Ghahtarani, Alireza ; Saif, Ahmed.
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2. UPSIDE BETA RATIO: A PERFORMANCE MEASURE FOR POTENTIAL-SEEKING INVESTORS. (2020). Selvaraju, N ; Mondal, Dipankar.
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3. Omega and Sharpe ratio. (2020). Benhamou, Eric ; Paris, Nicolas ; Guez, Beatrice.
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4. Valuation and pricing of electricity delivery contracts: the producer’s view. (2019). Kovacevic, Raimund.
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5. Computing the Substantial-Gain–Loss-Ratio. (2019). Mentemeier, Sebastian ; Voelzke, Jan.
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   RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9845-2.

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6. Time-frequency analysis of behaviourally classified financial asset markets. (2019). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice ; Ababio, Kofi Agyarko.
   In: Research in International Business and Finance.
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7. Higher-order Omega: A performance index with a decision-theoretic foundation. (2019). Huang, Rachel ; Zhu, Wei ; Tzeng, Larry Y ; Bi, Hongwei.
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8. The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Kajtazi, Anton ; Moro, Andrea.
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9. Optimal strategies under Omega ratio. (2019). Vanduffel, Steven ; Ye, Jiang ; Bernard, Carole.
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10. Screening rules and portfolio performance. (2019). Navarro, Lluis ; Nieto, Belen ; Leon, Angel.
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11. Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR. (2019). Cui, Xiangyu ; Strub, Moris S ; Gao, Jianjun ; Li, Duan.
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12. Omega and Sharpe ratio. (2019). Benhamou, Eric ; Guez, Beatrice.
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13. “On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Costola, Michele ; Jannin, Gregory ; Maillet, Bertrand.
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14. Naive versus optimal diversification: Tail risk and performance. (2018). Xu, Simon ; Hwang, In Chang ; In, Francis.
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15. Surplus-invariant risk measures. (2018). Gao, Niushan ; Munari, Cosimo.
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16. Investors favourite - A different look at valuing individual labour income. (2017). Voelzke, Jan ; Gossling, Fabian ; Weigt, Till ; Diesteldorf, Jeanne.
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17. Mutual Funds Performance Assessment Techniques: Comparative Analysis. (2017). Olkova, Anna E.
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18. One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel.
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19. Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). He, Xuedong ; Guo, Jing.
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20. Investors favourite - A different look at valuing individual labour income. (2017). Weigt, Till ; Diesteldorf, Jeanne ; Voelzke, Jan ; Goessling, Fabian.
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21. Computing the Substantial-Gain-Loss-Ratio. (2017). Mentemeier, Sebastian ; Voelzke, Jan.
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22. A double clustering algorithm for financial time series based on extreme events. (2017). Paola, Zuccolotto ; Luca, DE.
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23. Partial hedging and cash requirements in discrete time. (2016). Akyildirim, Erdn ; Altarovici, Albert.
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24. Individual labour income, stock prices and whom it may concern. (2016). Voelzke, J.
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25. Good deal bounds with convex constraints: --- examples and proofs ---. (2016). Arai, Takuji.
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26. Multivariate Factorisable Sparse Asymmetric Least Squares Regression. (2016). Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang K ; Huang, Chen.
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27. Robust option pricing: Hannan and Blackwell meet Black and Scholes. (2016). DeMarzo, Peter ; Mansour, Yishay ; Kremer, Ilan.
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28. On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO.
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29. Estimation of bid-ask prices for options on LIBOR based instruments. (2016). Sonono, Masimba Energy ; Mashele, Hopolang Phillip.
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30. Should We Like it? - A Social Welfare Based Quantification of Policy Attractiveness. (2016). Voelzke, Jan ; Goessling, Fabian.
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31. RAROC-Based Contingent Claim Valuation. (2015). Ming, Wayne King.
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32. Asymmetries and Portfolio Choice. (2015). Tedongap, Romeo ; Dahlquist, Magnus ; Farago, Adam.
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33. Portfolio performance evaluation with loss aversion. (2014). Zakamouline, Valeri.
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34. Dynamic quasi concave performance measures. (2014). Biagini, Sara ; Bion-Nadal, Jocelyne .
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35. A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES. (2014). Maillet, Bertrand ; Lisi, Francesco ; Jannin, Gregory ; Caporin, Massimiliano.
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36. Measuring the Economic Significance of Structural Exchange Rate Models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
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37. No-dynamic-arbitrage and market impact. (2010). Gatheral, Jim.
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38. Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming. (2010). Salih, Aslihan ; PInar, Mustafa Ç., ; CamcI, Ahmet .
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39. Carry Trade. (2010). Jorda, Oscar.
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40. Portfolio Performance Measurement: a No Arbitrage Bounds Approach. (2009). Cao, Huining ; Chretien, Stephane ; Ahn, Dong-Hyun.
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41. Small transaction cost asymptotics and dynamic hedging. (2008). Tompaidis, Stathis ; Albanese, Claudio.
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42. Measuring investment skills of fund managers. (2007). Chua, Choong Tze .
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43. Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation. (2007). Thomakos, Dimitrios ; Wang, Tao ; Hardouvelis, Gikas ; Papanastasopoulos, George .
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44. Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets. (2007). Wang, Tao ; Thomakos, Dimitrios ; Papanastasopoulos, George .
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45. Dynamic utility-based good deal bounds. (2007). Martin, Schweizer ; Susanne, Kloppel .
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46. Monetary utility over coherent risk ratios. (2006). Johannes, Leitner.
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47. Enhancing returns on yen: minimizing risk reversal costs. (2005). Nikolov, Kristijan ; Vanderlinden, David.
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48. Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures. (2005). Johannes, Leitner.
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49. Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets. (2003). Černý, Aleš ; ÄŒerný, AleÅ¡.
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50. Measuring risk-adjusted returns in alternative investments. (2002). Till, Hilary.
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