Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel - Instituto sobre Desarrollo Empresarial (INDEM), … - 2011
Risk measures beyond the variance have shown theoretical advantages when addressing some classical problems of Financial Economics, at least if asymmetries and/or heavy tails are involved. Nevertheless, in portfolio selection they have provoked several caveats such as the existence of good deals...