Downside risk control and optimal investment turnover around financial crises
Year of publication: |
2018
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Authors: | Tian, Ruilin ; Huseynov, Fariz ; Zhang, Wei |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2018, 2, p. 141-168
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Subject: | financial crisis | global diversification | downside risk management | CVaR | investment turnover | portfolio analysis | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kapitalanlage | Financial investment | Risikomaß | Risk measure | Welt | World |
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