. Accordingly, investors often want to minimize downside volatility as a part of their portfolio planning. Investors already have … several tools to measure downside volatility, including the lower partial moment and the maximum drawdown. The performance … Index is a volatility measure that only captures continuous downside movements in share price, and ignores upside volatility …

We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility …, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied …

use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use …