PDF-TheinstabilityofdownsideriskmeasuresIVarga-Haszonits1;2andIKondor1;3;4
Theinstabilityofdownsideriskmeasures21IntroductionPortfoliooptimizationisoneofthefundamentalproblemsof nancialtheoryThe rsttreatmentofthetopicappearedinthefamousworkbyMarkowitz1whomeasuredriskbyt
Download Presentation
"TheinstabilityofdownsideriskmeasuresIVarga-Haszonits1;2andIK…" is the property of its rightful owner. Permission is granted to download and print materials on this website for personal, non-commercial use only, provided you retain all copyright notices. By downloading content from our website, you accept the terms of this agreement.
Presentation Transcript
Transcript not available.