Downside risk
Year of publication: |
2006
|
---|---|
Authors: | Ang, Andrew ; Chen, Joseph ; Xing, Yuhang |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 19.2006, 4, p. 1191-1239
|
Subject: | Risiko | Risk | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | USA | United States | 1964-1999 |
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