The Historical Validity of Shortfall Estimates

Authors
C. B. Garcia F.J. Gould Douglas C. Mitchell
Citation
C. B. Garcia et al., The Historical Validity of Shortfall Estimates, Journal of portfolio management, 18(04), 1992, pp. 36
Journal title
Journal of portfolio management → ACNP
ISSN journal
00954918
Volume
18
Issue
04
Year of publication
1992
Database
ICR
SICI code
0095-4918(1992)18:04<36:THVOSE>2.0.ZU;2-6