DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

By Svetlozar T. Rachev, S. Ortobelli, Stoyan Stoyanov, Frank J Fabozzi 3, Almira Biglova. 2008

129 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/610a32395171890324c8c985a5f4d71f1e1bd175