Valuation, downside risk measures and asymmetric information : a portfolio optimization approach
Yoram Kroll; Moshe Ben-Horin
| Year of publication: |
2014
|
|---|---|
| Authors: | Kroll, Yoram ; Ben-Horin, Moshe |
| Published in: |
International journal of economics, finance and management sciences : IJEFM. - [New York, NY] : Science Publishing Group, ISSN 2326-9553, ZDB-ID 2758929-8. - Vol. 2.2014, 6, p. 319-331
|
| Subject: | Cash Flow Valuation | Semi-Variance | VaR | AVaR | DCF | Asymmetric Information | Stochastic Dominance | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Theorie | Theory | Risikomaß | Risk measure | Cash Flow | Cash flow | Unternehmensbewertung | Firm valuation | Stochastischer Prozess | Stochastic process | Portfolio-Investition | Foreign portfolio investment | Messung | Measurement | Risiko | Risk | Finanzanalyse | Financial analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508729