• No results found

Higher moment portfolio management with downside risk

N/A
N/A
Protected

Academic year: 2020

Share "Higher moment portfolio management with downside risk"

Copied!
5
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1: Monthly optimal portfolio compositions based on variance (%)
Table 2: Monthly optimal portfolio compositions based on lower partial moment (%)

References

Related documents

Next, because many commentators argue that patent law should provide special protection to technology purchasers due to their relative lack of re- sources and sophistication, 37

Select the correct answer and then mark you r selection on your answer sheet...

We use only all-natural fresh chicken that we marinate for 12 hours in a blend of salt, sugar, and spices before being roasted in our hardwood smoker.. Two Side Dishes Buns or

Father in heaven, who at the baptism of Jesus in the River Jordan proclaimed him your  beloved Son and anointed him with the Holy Spirit: Grant that all who are baptized into his 

To overcome com- peting divalent cations present in the brine for exchange sites, the chelating agent, EDTA, was used to form stable complexes predominantly with the

Rond 1999 werd het Rotterdam steeds duidelijker dat de argumentatie voor Maasvlakte II niet alleen maar gefundeerd kon worden op het mainport-concept, omdat dit politiek niet

The package uses wind turbine condition monitoring data to anticipate component failure and proposes a time and maintenance implementation strategies that is developed as per

Their results show that the Carrier Sense Multiple Access (CSMA) considerably lowers the collision ratio, while only slightly increasing energy consumption. Moreover, CSMA