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Mean-downside risk versus mean-variance efficient asset class allocations in relation to the investment horizon
Brouwer, Frank
;
Ruiter, Hans de
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1996
Persistent link: https://www.econbiz.de/10000948296
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Asset class allocation and downside risk : does the investment horizon matter?
Brouwer, Frank
;
Ruiter, Hans de
-
1997
Persistent link: https://www.econbiz.de/10000959574
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3
Downside risk and futures : comparison of several hedge strategies
Brouwer, Frank
-
1995
Persistent link: https://www.econbiz.de/10000937853
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4
Hedging with stock index futures : downside risk versus the variance
Nat, Mattheus van der
;
Brouwer, Frank
-
1995
Persistent link: https://www.econbiz.de/10000918482
Saved in:
5
Investment risk and risk management revisited
Brouwer, Frank
;
Aalst, Paul C. van
;
Sar, Nico L. van der
-
1994
Persistent link: https://www.econbiz.de/10000900399
Saved in:
6
Applications of the mean-downside risk investment model
Brouwer, Frank
-
1997
Persistent link: https://www.econbiz.de/10000977512
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