Open AccessManaging the Downside of Active and Passive Strategies—Part 1: Convexity and Fragilities
Author(s) -
Raphaël Douady
Publication year - 2019
Publication title -
the journal of portfolio management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.914
H-Index - 50
eISSN - 2168-8656
pISSN - 0095-4918
DOI - 10.3905/jpm.2019.1.112
Subject(s) - portfolio , downside risk , economics , equity (law) , trend following , financial market , randomness , financial economics , momentum (technical analysis) , finance , mathematics , statistics , political science , law
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