100% Aktien zur Altersvorsorge - Über die Langfristrisiken einer Aktienanlage
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.
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|Date of creation:||07 Mar 2000|
|Note:||Financial support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.|
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