A method of calculating the downside risk by multivariate nonnormal distributions (Q842821)
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scientific article; zbMATH DE number 5607578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method of calculating the downside risk by multivariate nonnormal distributions |
scientific article; zbMATH DE number 5607578 |
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A method of calculating the downside risk by multivariate nonnormal distributions (English)
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25 September 2009
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historical simulation
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value at risk
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Pearson distribution system
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skewness and kurtosis
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