On the Risks of Stocks in the Long Run: A Probabilistic Approach Based on Measures of Shortfall Risk

The authors determine the time horizon on the risk of stock investments.

Year of publication:	2001
Authors:	Albrecht, Peter ; Maurer, Raimond ; Ruckpaul, Ulla
Publisher:	Universität <Mannheim>
Subject:	Risikoanalyse \| Anlageverhalten \| Risikomanagement \| risk management

Extent:	433152 bytes 27 p. application/pdf
Series:	Universität Mannheim - Sonderforschungsbereich 504 Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung Mannheim - Publikationen Sfb 504 Discussion Paper ; 01-12
Type of publication:	Book / Working Paper
Language:	English
Classification:	Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005850485