Carsten Breitmeyer

University of Muenster

Schlossplatz 2

D-48149 Muenster, D-48149

Germany

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The Properties of Downside Risk Measures

Number of pages: 35 Posted: 09 Oct 2005
Carsten Breitmeyer, Hendrik Hakenes and Andreas Pfingsten
University of Muenster, Finance Group and University of Münster - Finance Center Münster
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Abstract:

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risk measures, downside risk, poverty measurement, shortfall risk