Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility versus downside risk: performance protection in dynamic portfolio strategies |
scientific article |
Statements
Volatility versus downside risk: performance protection in dynamic portfolio strategies (English)
0 references
23 August 2019
0 references
volatility
0 references
tail risk
0 references
mean absolute deviation
0 references
derivatives payoffs
0 references
risk management
0 references
hedging
0 references
stochastic programming
0 references
0 references
0 references
0 references
0 references
0 references
