Downside Risk Efficiency Under Market Distress

Researcher:

Olmo Badenas, José

Congress:

Conference in Financial Econometrics

Participation type:

Comunicación oral

Other authors:

Jesus Gonzalo y Jose Olmo

Year:

2008

Location:

Ginebra

Publication:

Jesus Gonzalo y Jose Olmo. Downside Risk Efficiency Under Market Distress. En: Conference in Financial Econometrics. Ginebra: , 2008