Robust analysis for downside risk in portfolio management for a volatile stock market
Usman Ayub; Syed Zulfiqar Ali Shah; Qaisar Abbas
| 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 | Portfolio-Management | Portfolio selection | Theorie | Theory | Volatilität | Volatility | CAPM | 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/10011326281