19962001
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Research Output 1996 2001

Asset class allocation and downside risk. Does the investment horizon matter?

Brouwer, F. & de Ruiter, A. J. C., 1997, onbekend: Financiering & Bedrijfskunde vd Fin. Sector (FBFS). 36 p. (Research Memorandum VU Amsterdam; no. 1997-12)

Research output: Book / ReportReportProfessional

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Asset Class Allocation and Downside Risk: Does the Investment Horizon Matter?

Brouwer, F. & de Ruiter, A. J. C., 1996, Financiering en Belegging. Smeenk, M. & Donders, A. (eds.). Rotterdam: Finbel Publicatie, Erasmus Universiteit, p. 220-255 36 p.

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

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allocation
autocorrelation
sensitivity analysis
modeling
simulation