Open AccessOn the Systematic Downside Risk Measure: A Note
Author(s) -
Yin-Ching Jan
Publication year - 2016
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v7n5p51
Subject(s) - downside risk , measure (data warehouse) , benchmark (surveying) , econometrics , heuristic , risk measure , beta (programming language) , covariance , economics , computer science , statistics , mathematics , financial economics , artificial intelligence , portfolio , data mining , geography , geodesy , programming language
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