مرکز منطقه ای اطلاع رساني علوم و فناوري - Variance vs downside risk: Is there really that much difference?

Title of article :

Variance vs downside risk: Is there really that much difference?

Author/Authors :

Henk Grootveld، نويسنده , , Winfried Hallerbach، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

304

To page :

319

Keywords :

Downside risk , Lower partial moments , Semi-variance , Portfolio optimization , Estimation risk

Journal title :

European Journal of Operational Research

Serial Year :

1999

Journal title :

European Journal of Operational Research

Record number :

212867

Link To Document :