Variance vs downside risk: Is there really that much difference? (Q1296359): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1927734 |
Changed an Item |
||
Property / author | |||
Property / author: Winfried G. Hallerbach / rank | |||
Normal rank |
Revision as of 16:34, 29 February 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