Asset allocation and downside risk
Joel R. Barber
| Year of publication: |
2021
|
|---|---|
| Authors: | Barber, Joel R. |
| Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2021, 3, p. 268-284
|
| Subject: | asset-class models | downside risk | performance measurement | Sharpe ratio | Sortino ratio | Portfolio-Management | Portfolio selection | Risiko | Risk | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Theorie | Theory | Schätzung | Estimation | Betriebliche Kennzahl | Financial ratio |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJPAM.2021.115662 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595970