COVID-19: Risk-adjusted portfolio returns of emerging and developed equity markets
Year of publication: |
2021
|
---|---|
Authors: | Harjoto, Maretno Agus ; Rossi, Fabrizio ; Lee, Robert ; Kownatzki, Clemens |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 14.2020/2021, 1, p. 72-83
|
Subject: | COVID-19 | stock abnormal return | Sharpe ratio | Sortino ratio | daily cases and deaths | Coronavirus | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Sterblichkeit | Mortality |
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