Statistical properties of the sample semi-variance (Q4483611)
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scientific article; zbMATH DE number 1918644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical properties of the sample semi-variance |
scientific article; zbMATH DE number 1918644 |
Statements
Statistical properties of the sample semi-variance (English)
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2002
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downside risk
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stochastic dominance
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risk measures
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emerging markets
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