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Conference paper

Downside risk in commodity and equity markets

Pinho, Carlos , Maldonado, Isabel
ISLA — Instituto Politécnico de Gestão e Tecnologia
2019
Handle: http://hdl.handle.net/11328/2600

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Abstract
Abstract not provided by the author or the indexing source.

Keywords

#Downside risk #CvaR #Dynamic conditional correlation

Bibliographic Details

Publication Type Conference paper
Publication Year 2019
ISBN 9788409084043

ISLA Authors & Affiliations

I
Isabel Alexandra Neves Maldonado
imaldonado@iscap.ipp.pt ID: 1D1D-3612-D593
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