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~isPartOf:"Energy economics"
~isPartOf:"Journal of risk"
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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
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Asset allocation with conditional value-at-risk budgets
Boudt, Kris
;
Carl, Peter
;
Peterson, Brian G.
- In:
Journal of risk
15
(
2012/13
)
3
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pp. 39-68
Persistent link: https://www.econbiz.de/10009732840
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