The economic value of forecasting left-tail risk
Year of publication: |
2016
|
---|---|
Authors: | Xiong, James X. ; Idzorek, Thomas M. ; Ibbotson, Roger G. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 3, p. 114-123
|
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Risiko | Risk | Prognose | Forecast |
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