Quantifying the information content of investment decisions in a multiple partial moment framework : formal definition and applications of generalized conditional risk attribution
Year of publication: |
2007
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Authors: | Okuyama, Noriyuki ; Francis, Gavin |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 8.2007, 3, p. 121-137
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Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Informationswert | Information value | Risikomaß | Risk measure | Theorie | Theory |
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