A risk measure for S-shaped assets and prediction of investment performance
Qi Tang; Haidar Haidar; Bernard Minsky; Rishi Thapar
| Year of publication: |
2012
|
|---|---|
| Authors: | Tang, Qi ; Haidar, Haidar ; Minsky, Bernard ; Thapar, Rishi |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 34.2012, p. 175-181
|
| Subject: | Portfolio-Management | Portfolio selection | Messung | Measurement | Risiko | Risk | Kapitalanlage | Financial investment | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010340583