Volatility Downside Risk
Year of publication: |
2017
|
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Authors: | Farago, Adam |
Other Persons: | Tédongap, Roméo (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitalanlage | Financial investment |
Extent: | 1 Online-Ressource (54 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2192872 [DOI] |
Classification: | G12 - Asset Pricing ; C12 - Hypothesis Testing ; C31 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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