Open AccessA Note on a New Weighted Idiosyncratic Risk Measure
Author(s) -
YinChing Jan
Publication year - 2014
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v5n3p194
Subject(s) - measure (data warehouse) , spectral risk measure , semivariance , econometrics , weighting , martingale (probability theory) , risk measure , dynamic risk measure , coherent risk measure , economics , actuarial science , systematic risk , variance (accounting) , mathematics , expected shortfall , statistics , financial economics , computer science , risk management , finance , data mining , medicine , portfolio , accounting , radiology , spatial variability
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