A method of calculating the downside risk by multivariate nonnormal distributions
Yuichi Nagahara
| Year of publication: |
2008
|
|---|---|
| Authors: | Nagahara, Yuichi |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 15.2008, 3/4, p. 175-184
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| Subject: | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003833114