Essays about: "Semivariance"
Found 1 essay containing the word Semivariance.
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1. A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory
University essay from KTH/Bygg- och fastighetsekonomiAbstract : Portfolio diversification has been a subject frequently addressed since the publications of Markowitz in 1952 and 1959. However, the Modern Portfolio Theory and its mean variance framework have been criticized. The critiques refer to the assumptions that return distributions are normally distributed and the symmetric definition of risk. READ MORE
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