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Downside risk
Post-Modern Portfolio Theory Supports Diversification in an Investment Portfolio to Measure Investment's Performance
Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns
Portfolio Construction and Risk Management: Theory Versus Practice
Capturing Downside Risk in Financial Markets: the Case of the Asian Crisis
Exposure-Based Cash-Flow-At-Risk Under Macroeconomic Uncertainty
Think on the Downside Multifactor Asset Pricing Models Based on Downside Risk and Their Performance Relative to the CAPM, FF3F and Momentum
The Use of Downside Risk Measures in Portfolio Construction and Evaluation by Dr. Brian J. Jacobsen Assistant Professor Business
Post-Modern Portfolio Theory Comes of Age
Value at Risk As a Diagnostic Tool for Corporates: the Airline Industry
1 Electric Companies and Downside Risk Portfolio Analysis ABSTRACT This Paper Aims to Compare the Optimization Models by MV
The Cost of Equity in Emerging Markets: a Downside Risk Approach
Chapter 7 Value at Risk (Var)
Financial Risk Management
Corporate Metrics Technical Document
Downside Risk in Emerging Markets
Risk Measures for Hedge Funds: a Cross-Sectional Approach Abstract
A Theoretical Approach to Quantitative Downside Risk Measurement Methods
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