The Drivers of Downside Equity Tail Risk
Year of publication: |
2013
|
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Authors: | Moore, Kyle |
Other Persons: | Sun, Pengfei (contributor) ; de Vries, Casper G. (contributor) ; Zhou, Chen (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 27, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2240135 [DOI] |
Classification: | C12 - Hypothesis Testing ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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