F. Peter Wagner

affiliation not provided to SSRN

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An Empirical Investigation of the Rank Correlation between Different Risk Measures

EFA 2002 Berlin Meetings Presented Paper; Westfaelische Wilhelms Universitaet Muenster Discussion Paper No. 02-01
Number of pages: 48 Posted: 26 Mar 2002
Carsten Hahn, F. Peter Wagner and Andreas Pfingsten
University of Muenster - Faculty of Economics, affiliation not provided to SSRN and University of Münster - Finance Center Münster
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