טוען...
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...
שמור ב:
| מחבר ראשי: | |
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| פורמט: | Artigo |
| שפה: | Alemão |
| יצא לאור: |
University of Oradea
2016-07-01
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| סדרה: | Annals of the University of Oradea: Economic Science |
| נושאים: | |
| גישה מקוונת: | http://anale.steconomiceuoradea.ro/volume/2016/n1/53.pdf |
| תגים: |
הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
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