Investment Horizon Risk and Volatility Metrics
Year of publication: |
2016
|
---|---|
Authors: | Korkie, Bob |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 23, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2821210 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Superhedging and dynamic risk measures under volatility uncertainty
Nutz, Marcel, (2010)
-
Risky assets in Europe and the US : risk vulnerability, risk aversion and economic environment
Bekhtiar, Karim, (2019)
-
Investment preferences and risk perception : financial agents versus clients
Kling, Luisa, (2019)
- More ...
-
A Mean-Variance Analysis of Self-Financing Portfolios
Korkie, Bob, (2002)
-
Measuring performance in a dynamic world: Conditional mean-variance fundamentals
Jha, Ranjini, (2009)
-
Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
Turtle, Harry, (1994)
- More ...