Diversification of risk of a fundamental portfolio based on semi-variance
Anna Rutkowska-Ziarko; Przemysław Garsztka
| Year of publication: |
2014
|
|---|---|
| Authors: | Rutkowska-Ziarko, Anna ; Garsztka, Przemysław |
| Published in: |
The Poznań University of Economics review. - Poznań : Poznań Univ. of Economics Press, ISSN 1643-5877, ZDB-ID 2074875-9. - Vol. 14.2014, 2, p. 80-96
|
| Subject: | portfolio optimization | efficient frontiers | downside risk management | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Diversifikation | Diversification | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010396143