Systematic extreme downside risk
Year of publication: |
2019
|
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Authors: | Harris, Richard D. F. ; Nguyen, Linh ; Stoja, Evarist |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 61.2019, p. 128-142
|
Subject: | Asset pricing | Comoments | Systematic risk | Tail risk | Value at Risk | Risikomaß | Risk measure | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Ausreißer | Outliers | Risikoprämie | Risk premium |
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