Results 221 to 230 of about 5,439,964 (250)

Measures of downside risk [PDF]

Economics Bulletin, 2005
The paper characterizes a family of downside risk measures. They depend on a target value and a parameter reflecting the attitude towards downside risk. The indicators are probability weighted -order means of possible shortfalls. They form a subclass of the measures intro¬duced by Stone (1973) and are related to the measures proposed by Fishburn (1977).
openaire  

Some of the next articles are maybe not open access.

Related searches:

Accounting-based downside risk and stock price crash risk: Evidence from China

Finance Research Letters, 2022
Yan Luo
exaly  

ACOs And Downside Risk

Health Affairs, 2019
openaire   +2 more sources

Extreme Downside Risk in Asset Returns

2019
Financial markets can experience sudden and extreme downward movements. Investors are highly concerned about the performance of their assets in such scenarios. Some assets perform badly in a downturn in the market; others have milder reactions.
openaire   +2 more sources

Accounting-based downside risk and expected stock returns: Evidence from China

International Review of Financial Analysis, 2021
Wei Huang, Yan Luo
exaly  

Downside Risk

CFA Digest, 2007
openaire   +1 more source

Downside Risk in Fundamentals

SSRN Electronic Journal, 2022
openaire   +1 more source

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

European Journal of Operational Research, 1999
Winfried G Hallerbach
exaly  

The price of shelter - Downside risk reduction with precious metals

International Review of Financial Analysis, 2017
Thomas Conlon, Don Bredin
exaly  

Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer

Production and Operations Management, 2005
Suresh Sethi, Xianghua Gan
exaly