The Portfolio Performance of Mean Lower Partial Moment Model-In Comparison with Mean Variance Model
碩士 === 中原大學 === 國際貿易研究所 === 90 === Abstract In the traditional portfolio theory, the investment risk is measured by the variance. But based on this method, an increase and a decrease in prices of financial asset are treated the same. However, the risk that investor really want to avoid is that the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60339629291376271336 |