Downside deviation as a measure of identifying underperforming assets
Quantitative approaches to achieving excess return are becoming increasingly popular as computational capabilities increase. Today, the main issue at hand is the development of accurate and reliable models for predicting the return of individual instruments. Index tracking mutual funds are however s...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för teknikvetenskap (SCI)
2020
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275682 |