Selection of the right risk measures for portfolio allocation
Year of publication: |
2014
|
---|---|
Authors: | Nguyen, Thanh |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 7.2014, 2, p. 135-156
|
Subject: | portfolio selection | stock preselection | global investment | portfolio performance | higher moment risk | downside risk | value-at-risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Risikomanagement | Risk management | Theorie | Theory | Schätzung | Estimation |
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