Variance vs downside risk: Is there really that much difference? (Q1296359): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:53, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance vs downside risk: Is there really that much difference? |
scientific article |
Statements
Variance vs downside risk: Is there really that much difference? (English)
0 references
2 August 1999
0 references
semi-variance
0 references
lower partial moments
0 references
portfolio optimization
0 references
estimation risk
0 references
downside risk
0 references
