achieve a diversified portfolio that provide high return with low risk. Their compensation structure is based on their …

shares and bonds provide better returns with lower risk or mean variance optimal solution. The optimization is due to the … return with low risk. The standard deviation as a measure of risk is reduced and the Sortino ratio, which measures the … downside risk, is increased by over 50%. The downside volatility of a mixed portfolio of managed futures, bonds and shares is …

funds invest in commodity futures, currencies, bonds and shares. The portfolio is leveraged and the risk is quite high …

calculated as the ratio of the excess return divided by the standard deviation or the total risk of the category. The excess … return is the average return of the category minus the UK 3-month risk-free rate. High values of the Sharpe ratio are an …

In this article, we measure and compare the risk adjusted performance, the correlation and the covariance of global … options. They are trying to eliminate the market risk by examining carefully the macroeconomic indicators and the political … different investment strategies is to achieve diversification and skilful management to reduce market risk. The disadvantages …