Variance vs downside risk: Is there really that much difference? (Q1296359): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:49, 5 March 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