Essays about: "Semi-varians"
Found 1 essay containing the word Semi-varians.
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1. Portfolio Optimization: An Evaluation of the Downside Risk Framework on the Nordic Equity Markets
University essay from KTH/Matematisk statistikAbstract : Risk management in portfolio construction is a widely discussed topic and the tradeoff between risk and return is always considered before an investment is made. Modern portfolio theory is a mathematical framework which describes how a rational investor can use diversification to optimize a portfolio, which suggests using variance to measure financial risk. READ MORE
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