Schröder, Michael and Rainer Matthes (1998), Portfolio Analysis based on the Shortfall Concept, in: Bol, Nakhaeizadeh, Vollmer Physika, Heidelberg, 147-160.
Keywords
Downside risk, shortfall risk, portfolio selection
Schröder, Michael and Rainer Matthes (1998), Portfolio Analysis based on the Shortfall Concept, in: Bol, Nakhaeizadeh, Vollmer Physika, Heidelberg, 147-160.
Downside risk, shortfall risk, portfolio selection
