Calmness instead of panicking : a reverse strategy to fight a crocodile attack using downside risk
Year of publication: |
2023
|
---|---|
Authors: | Ayub, Usman ; Noreen, Umara ; Qaddus, Uzma ; Shafique, Attayah ; Jadoon, Imran Abbas |
Published in: |
Journal of modelling in management. - Bradford : Emerald, ISSN 1746-5672, ZDB-ID 2243983-3. - Vol. 18.2023, 3, p. 686-700
|
Subject: | Crocodile rule | Forecasting | LPM ratio | Performance measures | Performance-Messung | Performance measurement | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
-
Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko, (2021)
-
Wang, Haifeng, (2021)
-
Cengiz, Cetin, (2010)
- More ...
-
Downside beta and downside gamma : in search for a better capital asset pricing model
Kazmi, Madiha, (2021)
-
Downside beta and downside gamma: In search for a better capital asset pricing model
Kazmi, Madiha, (2021)
-
Kayani, Ghulam Mujtaba, (2022)
- More ...