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DIFFERENCES BETWEEN MEAN-VARIANCE AND MEAN-CVAR PORTFOLIO OPTIMIZATION MODELS
Everybody heard already that one should not expect high returns without high risk, or one should not expect safety without low returns. The goal of portfolio theory is to find the balance between maximizing the return and minimizing the risk. To do so we have to first understand and measure the risk...
Αποθηκεύτηκε σε:
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Artigo |
| Γλώσσα: | Alemão |
| Έκδοση: |
University of Oradea
2016-07-01
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| Σειρά: | Annals of the University of Oradea: Economic Science |
| Θέματα: | |
| Διαθέσιμο Online: | http://anale.steconomiceuoradea.ro/volume/2016/n1/53.pdf |
| Ετικέτες: |
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