Narrow search
Showing 1 - 2 of 2
Cover Image
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris; Peterson, Brian; Croux, Christophe - In: Journal of risk 11 (2008/09) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Cover Image
Asset allocation with conditional value-at-risk budgets
Boudt, Kris; Carl, Peter; Peterson, Brian G. - In: Journal of risk 15 (2012/13) 3, pp. 39-68
Persistent link: https://www.econbiz.de/10009732840