Average drawdown risk reduction and risk tolerances
Year of publication: |
2014
|
---|---|
Authors: | Tavakoli Baghdadabad, Mohammad Reza |
Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 68.2014, 3, p. 264-276
|
Subject: | Drawdown risk measure (DRM) | Average drawdown risk measure (A-DRM) | Lower partial moment (LPM) | Downside risk | Investors' perception | Risk tolerance | Portfolio-Management | Portfolio selection | Tourismusregion | Tourism destination | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Messung | Measurement | Anlageverhalten | Behavioural finance |
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