Performance evaluation with high moments and disaster risk
Year of publication: |
2014
|
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Authors: | Kadan, Ohad ; Liu, Fang |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 113.2014, 1, p. 131-155
|
Subject: | Performance evaluation | Rare disasters | High distribution moments | Katastrophe | Disaster | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoprämie | Risk premium | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income |
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