THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853): Difference between revisions
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Latest revision as of 08:21, 30 July 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)
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16 October 2006
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skewness
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safety risk measures
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risk aversion
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dispersion measures
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portfolio selection
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investors' preference
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fund separation
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