Phil Maguire, Philippe Moser, J. McDonnell, R. Kelly, Simon Fuller, Rebecca Maguire. A probabilistic risk-to-reward measure for evaluating the performance of financial securities. In Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore. pages 102-109, IEEE, 2013. [doi]
@inproceedings{MaguireMMKFM13,
title = {A probabilistic risk-to-reward measure for evaluating the performance of financial securities},
author = {Phil Maguire and Philippe Moser and J. McDonnell and R. Kelly and Simon Fuller and Rebecca Maguire},
year = {2013},
doi = {10.1109/CIFEr.2013.6611704},
url = {http://dx.doi.org/10.1109/CIFEr.2013.6611704},
researchr = {https://researchr.org/publication/MaguireMMKFM13},
cites = {0},
citedby = {0},
pages = {102-109},
booktitle = {Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore},
publisher = {IEEE},
isbn = {978-1-4673-5921-4},
}