Variance vs downside risk: Is there really that much difference? (Q1296359)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variance vs downside risk: Is there really that much difference? |
scientific article; zbMATH DE number 1319514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance vs downside risk: Is there really that much difference? |
scientific article; zbMATH DE number 1319514 |
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
