Analysing perceived downside risk: the component value-at-risk framework

WGPM Hallerbach, AJ Menkveld

Research output: Contribution to journal › Article › Academic › peer-review

7 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	567-591
Number of pages	25
Journal	European Financial Management
Volume	10
Issue number	4
Publication status	Published - 2004

Research programs

@article{aabf847b60904c9283a6a4442dc609eb,

title = "Analysing perceived downside risk: the component value-at-risk framework",

author = "WGPM Hallerbach and AJ Menkveld",

year = "2004",

language = "Undefined/Unknown",

volume = "10",

pages = "567--591",

journal = "European Financial Management",

issn = "1354-7798",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}