Browsing by Subject "Downside risk"

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  • Hoechner, Benedikt; Reichling, Peter; Schulze, Gordon (Otto-von-Guericke Universität Magdeburg, 2020)
    ln a mean-downside risk framework, portfolio lines that combine the market portfolio and the risk-free asset, i.e ., passive benchmark strategies, are non-linear if the target differs from the risk-free rate. ln this regard, ...

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