Measuring and managing the opportunity cost of downside risk protection
Year of publication: |
2021
|
---|---|
Authors: | Beevers, Nicole ; Du Plessis, Hannes ; Martellini, Lionel ; Milhau, Vincent |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2021, 1, p. 21-42
|
Subject: | Theorie | Theory | Messung | Measurement | Opportunitätskosten | Opportunity cost | Risikomanagement | Risk management |
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