[R-SIG-Finance] semi variance

[Brian G. Peterson]

On Wednesday 27 December 2006 13:45, BBands wrote:
> Has anyone here had any experience with semi variance and its kin
> outside of VaR?

We implemented semideviation and downside deviation here:

https://stat.ethz.ch/pipermail/r-sig-finance/2006q4/001170.html

But perhaps you could be a bit more specific about what you're looking 
for?

Regards,

   - Brian