On the systematic downside risk measure : a note
Year of publication: |
October 2016
|
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Authors: | Jan, Yin-Ching |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 7.2016, 5, p. 51-55
|
Subject: | systematic downside risk | downside beta | Betafaktor | Beta risk | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | CAPM | Messung | Measurement | Schätzung | Estimation | Kapitalanlage | Financial investment |
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