Portfolio analysis with an asymmetric linear risk measure (Q3609318)
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scientific article; zbMATH DE number 5524250
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| default for all languages | No label defined |
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| English | Portfolio analysis with an asymmetric linear risk measure |
scientific article; zbMATH DE number 5524250 |
Statements
6 March 2009
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asymmetric risk function
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portfolio analysis
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risk-value model
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stochastic dominance
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0.8331126570701599
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0.815198540687561
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0.7944874167442322
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0.7876871824264526
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0.7833539843559265
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