Different risk measures: different portfolio compositions?
نویسندگان
چکیده
منابع مشابه
Different Risk Measures : Different Portfolio Compositions ?
Traditionally, the measure of risk used in portfolio optimisation models is the variance. However, alternative measures of risk have many theoretical and practical advantages and it is peculiar therefore that they are not used more frequently. This may be because of the difficulty in deciding which measure of risk is best and any attempt to compare different risk measures may be a futile exerci...
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ژورنال
عنوان ژورنال: Journal of Property Investment & Finance
سال: 2004
ISSN: 1463-578X
DOI: 10.1108/14635780410569489