Unequal returns : using the Atkinson index to measure financial risk
Thomas Fischer, Frederik Lundtofte
| Year of publication: |
2020
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|---|---|
| Authors: | Fischer, Thomas ; Lundtofte, Frederik |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 116.2020, p. 1-19
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| Subject: | Cumulants | Hedge funds | Non-Gaussian distributions | Performance | Risk | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Risiko | Investmentfonds | Investment Fund | Finanzrisiko | Financial risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105819 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012489204