Risk-adjusted performances of world equity indices
Year of publication: |
2016
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Authors: | Atilgan, Yigit ; Demirtas, K. Ozgur |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 1/3, p. 706-721
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Subject: | risk-return relationship | downside risk | value-at-risk | emerging markets | 2008 financial crisis | Schwellenländer | Emerging economies | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Welt | World | Risiko | Risk | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Aktienmarkt | Stock market | Risikomanagement | Risk management |
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