The Use of Downside Risk Measures in Portfolio Construction and Evaluation
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More about this item
Keywords
downside risk; portfolios; performance measure;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-11-19 (Finance)
- NEP-RMG-2005-11-19 (Risk Management)
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