Post-Modern Portfolio Theory
The core innovation of post-modern portfolio theory. Total variability of return. Downside risk optimization. Downside frequency, average deviation and magnitude. Main types of formulas for downside risk. Main features of the Sortino and Sharpe ratio.
| Рубрика | Экономика и экономическая теория |
| Вид | реферат |
| Язык | английский |
| Дата добавления | 15.12.2012 |
| Размер файла | 213,9 K |
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