Volatility versus the number and amplitude of gains/losses – Introducing natural frequencies as a risk measure for equity funds.

Conference proceeding

Peer reviewed

25th conference on Subjective Probability Utility Decision-Making (Budapest, 2015-08-16–2015-08-20)

2015

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13 Record Views

Title: Volatility versus the number and amplitude of gains/losses – Introducing natural frequencies as a risk measure for equity funds.
Creators: Gustav Almqvist - Stockholm School of Economics, Department of Marketing and Strategy
Patric Andersson - Stockholm School of Economics, Department of Marketing and Strategy
Conference: 25th conference on Subjective Probability Utility Decision-Making (Budapest, 2015-08-16–2015-08-20)
Academic Unit: Department of Marketing and Strategy
Language: English
Resource Type: Conference proceeding