Sökning: "Semi-varians"
Hittade 1 uppsats innehållade ordet Semi-varians.
1. Portfolio Optimization: An Evaluation of the Downside Risk Framework on the Nordic Equity Markets
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Risk management in portfolio construction is a widely discussed topic and the tradeoff between risk and return is always considered before an investment is made. Modern portfolio theory is a mathematical framework which describes how a rational investor can use diversification to optimize a portfolio, which suggests using variance to measure financial risk. LÄS MER
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