[R-SIG-Finance] semi variance

Brian G. Peterson brian at braverock.com
Thu Dec 28 00:58:54 CET 2006

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:


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


   - Brian

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