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