A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions
Work
Year: 2008
Type: article
Source: Asia-Pacific Financial Markets
Author Yuichi Nagahara
Institution Meiji University
Cites: 19
Cited by: 11
Related to: 10
FWCI: 0.573
Citation percentile (by year/subfield): 79.39
Subfield: Finance
Domain: Social Sciences
Open Access status: closed