A new methodology for deriving the efficient frontier of stocks portfolios: An advanced risk-return model
In this paper after a general literature review on the concept of Efficient Frontier (EF), an important inadequacy of the Variance based models for deriving EFs and the high necessity for applying another risk measure is exemplified. In this regard for this study the risk measure of Lower Partial Mo...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Shahrood University of Technology
2014-07-01
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| Series: | Journal of Artificial Intelligence and Data Mining |
| Subjects: | |
| Online Access: | http://jad.shahroodut.ac.ir/article_305_4714edd6861e084ac8b485d5aef88ef3.pdf |