Computing mean downside risk frontiers : the role of ellipticity
Year of publication: |
2008
|
---|---|
Authors: | Hall, Antony D. ; Satchell, Stephen |
Published in: |
Handbook of financial engineering. - New York, NY : Springer, ISBN 0-387-76681-2. - 2008, p. 49-66
|
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk |
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