Which risk-measure best represents return distributions with large deviations?
Harry M. Markowitz
| Year of publication: |
2012
|
|---|---|
| Authors: | Markowitz, Harry |
| Published in: |
International Journal of Portfolio Analysis and Management. - Olney [u.a.] : Inderscience Enterprises Ltd, ISSN 2048-2361, ZDB-ID 2700830-7. - Vol. 1.2012, 2, p. 93-111
|
| Subject: | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009765953