A method of calculating the downside risk by multivariate nonnormal distributions

Author(s)

• 永原, 裕一 ナガハラ, ユウイチ

Bibliographic Information

A method of calculating the downside risk by multivariate nonnormal distributions

Yuichi Nagahara

（Discussion paper series / Institute of Social Sciences, Meiji University, F-2006-6）

Institute of Social Sciences, Meiji University, 2006

2nd version

Note

Includes bibliographical references (leaves 12)

Details

• NCID: BA78370486
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 12 leaves
• Size: 30 cm
• Parent Bibliography ID:
  • BA43577386