Post-Modern Portfolio Theory

The core innovation of post-modern portfolio theory. Total variability of return. Downside risk optimization. Downside frequency, average deviation and magnitude. Main types of formulas for downside risk. Main features of the Sortino and Sharpe ratio.

15.12.2012 | Economy | Экономика и экономическая теория | Язык: английский | Просмотры: 110