The properties of downside risk measures
Carsten Breitmeyer; Hendrik Hakenes; Andreas Pfingsten
| Year of publication: |
2001
|
|---|---|
| Authors: | Breitmeyer, Carsten ; Hakenes, Hendrik ; Pfingsten, Andreas |
| Publisher: |
Münster : IfK |
| Subject: | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Extent: | Online Ressource, 503 KB, text |
|---|---|
| Series: | Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen. - Münster, ZDB-ID 2695253-1. - Vol. 01-01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 26-06-01 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001585283