Robust analysis for downside risk in portfolio management for a volatile stock market
Year of publication: |
2015
|
---|---|
Authors: | Ayub, Usman ; Ali Shah, Syed Zulfiqar ; Abbas, Qaisar |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 44.2015, p. 86-96
|
Subject: | Modern portfolio theory | Variance | Downside risk | Lower partial moments | Root mean squared dispersion index | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Volatilität | Volatility | Risikomaß | Risk measure | CAPM | Aktienmarkt | Stock market | Kapitalanlage | Financial investment |
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