On the significance of expected shortfall as a coherent risk measure
Article Abstract:
The usage of expected shortfall as a method of measuring coherent risk in portfolio management is discussed.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Japan, Venture Analysis, Risk assessment
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Master funds in portfolio analysis with general deviation measures
Article Abstract:
The process of using master funds with general deviation measures for portfolio analysis is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
United States, Investment Offices, Mutual Fund Mgmt Companies, Capital funds & cash flow, Derivatives (Financial instruments), Mutual funds, Valuation
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Subjects list: Methods, Portfolio management
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