A risk measure for S-shaped assets and prediction of investment performance
Year of publication: |
2012
|
---|---|
Authors: | Tang, Qi ; Haidar, Haidar ; Minsky, Bernard ; Thapar, Rishi |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 34.2012, p. 175-181
|
Subject: | Messung | Measurement | Risiko | Risk | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomaß | Risk measure | Kapitalanlage | Financial investment |
-
A novel downside risk measure and expected returns
Liu, Jinjing, (2019)
-
Preparing for the worst : incorporating downside risk in stock market investments
Vinod, Hrishikesh D., (2005)
-
Return based risk measures for non-normally distributed returns : an alternative modelling approach
Samunderu, Eyden, (2021)
- More ...
-
A Risk Measure for S-Shaped Assets and Prediction of Investment Performance
Tang, Qi, (2012)
-
Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
Thapar, Rishi, (2009)
-
Risk Measures and Investment Performance Prediction
Haidar, Haidar, (2012)
- More ...