Ulcer Index 2.6 : a better risk measure?
Russ McBride and Alireza Dastan
| Year of publication: |
2022
|
|---|---|
| Authors: | McBride, Russell Randolph ; Dastan, Alireza |
| Subject: | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Index | Index number | Theorie | Theory | Portfolio-Management | Portfolio selection | Indexberechnung | Index construction |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jwm.2022.1.190 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232469