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Financial risk measurement is a challenging task because both the types of risk and their measurement techniques evolve … quickly. This book collects a number of novel contributions for the measurement of financial risk, which addresses partially … explored risks or risk takers in a wide variety of empirical contexts. …
Persistent link: https://www.econbiz.de/10012173017
on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures …
Persistent link: https://www.econbiz.de/10011543960