Variance vs downside risk: Is there really that much difference?

Henk Grootveld Winfried Hallerbach

Published in: Eur. J. Oper. Res. (1999)

Keyphrases

standard deviation
conditional expectation
risk management
high risk
risk measures
covariance matrix
risk assessment
risk factors
case study
prediction error
low variance
computer vision
information systems
decision making
correlation coefficient
databases
data mining