THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q665814 |
Changed an Item |
||
| Property / author | |||
| Property / author: Svetlozar T. Rachev / rank | |||
Normal rank | |||
Revision as of 12:37, 20 February 2024
scientific article; zbMATH DE number 5064495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY |
scientific article; zbMATH DE number 5064495 |
Statements
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (English)
0 references
16 October 2006
0 references
skewness
0 references
safety risk measures
0 references
risk aversion
0 references
dispersion measures
0 references
portfolio selection
0 references
investors' preference
0 references
fund separation
0 references
