THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853)

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scientific article; zbMATH DE number 5064495
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THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY
scientific article; zbMATH DE number 5064495

    Statements

    title
    THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (English)
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    author
    Sergio Ortobelli
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    Stoyan V. Stoyanov
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    Frank J. Fabozzi
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    Almira Biglova
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    Svetlozar T. Rachev
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    publication date
    16 October 2006
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B30
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    60E15
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    zbMATH DE Number
    5064495
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    OpenAlex ID
    W2037997579
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