On the optimization of a CAPM portfolio using lower partial moments as measure of risk and using the possibility of safeguarding its loss
Year of publication: |
2007
|
---|---|
Authors: | Spreitzer, U.W. ; Reznik, V. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 378.2007, 2, p. 423-426
|
Publisher: |
Elsevier |
Subject: | Portfolio | CAPM | Risk | Insurance |
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