Attribution Analysis of Bull/Bear Alphas and Betas with Applications to Downside Risk Management
Year of publication: |
2013
|
---|---|
Authors: | Steiner, Andreas |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Alternative Investment Analyst Review, Vol. 1, No. 2, Q2 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2011 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1864240 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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