Downside risk
By: Andrew Ang, Joseph Chen, Yuhang Xing.
Contributors: Chen, Joseph.; Xing, Yuhang.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11824.; Working paper series (National Bureau of Economic Research) -- working paper no. 11824.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 51
Subjects: Stocks; Risk management
Notes: "December 2005."

NBER working paper series.

Includes bibliographical references (p. 36-38).

Also available in PDF from the NBER world wide web site (www.nber.org).