Open AccessDifferent Risk Measures: Different Portfolio Compositions?
Author(s) -
P. J. Byrne,
Stephen Lee,
Yuan Zhu
Publication year - 2004
Publication title -
repec: research papers in economics
Language(s) - Uncategorized
Resource type - Conference proceedings
DOI - 10.15396/eres2004_516
Subject(s) - portfolio , measure (data warehouse) , spectral risk measure , risk measure , computer science , asset (computer security) , variance (accounting) , portfolio optimization , actuarial science , modern portfolio theory , econometrics , risk analysis (engineering) , economics , financial economics , business , data mining , computer security , accounting
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