Exponential risk measure with application to UK asset allocation (Q4541593)
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scientific article; zbMATH DE number 1771983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential risk measure with application to UK asset allocation |
scientific article; zbMATH DE number 1771983 |
Statements
Exponential risk measure with application to UK asset allocation (English)
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5 September 2002
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exponential risk measure
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utility function
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skewness
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kurtosis
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CAPM
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downside risk
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asset allocation
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