Testing Downside Risk Efficiency Under Market Distress

Researcher: 
Olmo Badenas, José
Congress: 
Far Eastern and South Asian Meetings of the Econometric Society
Participation type: 
Comunicación oral
Other authors: 
Jesus Gonzalo y Jose Olmo
Year: 
2008
Location: 
Singapur
Publication: 
Jesus Gonzalo y Jose Olmo. Testing Downside Risk Efficiency Under Market Distress. En: Far Eastern and South Asian Meetings of the Econometric Society. Singapur: , 2008