Variance vs downside risk: Is there really that much difference?

European Journal of Operational Research - Tập 114 - Trang 304-319 - 1999
Henk Grootveld1, Winfried Hallerbach2
1Aegon Investments, The Netherlands
2Department of Finance, Erasmus University Rotterdam and the Tinbergen Institute, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands

Tài liệu tham khảo

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