Schröder, Michael und Rainer Matthes (1998), Portfolio Analysis based on the Shortfall Concept, in: Bol, Nakhaeizadeh, Vollmer Risk measurement, Econometrics and Neural Networks, Physika, Heidelberg, 147-160.

Autoren

Schröder, Michael
Matthes, Rainer

Schlagworte

Downside risk, shortfall risk, portfolio selection