100% Aktien zur Altersvorsorge - Über die Langfristrisiken einer Aktienanlage

Peter Albrecht and Raimond Maurer

No 00-05, Papers from Sonderforschungsbreich 504

Abstract: This paper analyses the temporal sequence of the shortfall-risk of a stock investment relative to fixed-target returns regarding investment periods of 1 up to 30 years. For this purpose we use three different risk-measures, namely the shortfall-probability, the shortfall-expectation as well as the tail conditional expectation.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:mnh:spaper:11868

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