Showing 1 - 10 of 377,619
Persistent link: https://www.econbiz.de/10012430799
Persistent link: https://www.econbiz.de/10003573846
Persistent link: https://www.econbiz.de/10009750364
Persistent link: https://www.econbiz.de/10010396100
Persistent link: https://www.econbiz.de/10011295730
). Using a battery of five econometric tests on three alternative risk measures; weekly observed absolute and squared mean …
Persistent link: https://www.econbiz.de/10013157451
appealing downside risk (DR) framework suggested by Estrada (2008), which applies a similar optimization algorithm as the MV …
Persistent link: https://www.econbiz.de/10012940623
Persistent link: https://www.econbiz.de/10014231772
Persistent link: https://www.econbiz.de/10010518727
Persistent link: https://www.econbiz.de/10011336653