Sikalo, Mirza; Arnaut-Berilo, Almira; Zaimovic, Azra - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-15
In this paper, we compared the models for selecting the optimal portfolio based on different risk measures to identify … measures and models for selecting the optimal portfolio have been developed, which are divided into two groups: symmetrical and … portfolio based on the maximum loss as a measure of risk. Recent research has shown the adequacy of the application of this risk …