Open AccessThe Downside and Upside Beta Valuation in the Variance-Gamma Model
Author(s) -
Р. В. Иванов
Publication year - 2021
Publication title -
international journal of analysis and applications
Language(s) - English
Resource type - Journals
ISSN - 2291-8639
DOI - 10.28924/2291-8639-19-2021-319
Subject(s) - downside risk , mathematics , valuation (finance) , portfolio , econometrics , beta (programming language) , variance gamma distribution , hypergeometric function , variance (accounting) , economics , actuarial science , financial economics , statistics , computer science , pure mathematics , finance , accounting , estimator , programming language , asymptotic distribution