| Author: | Lewis, A.L. |
| Title: | Semivariance and the performance of portfolios with options |
| Journal: | Financial Analysts' Journal
1990 : JUL/AUG, VOL. 46:4, p. 67-76 |
| Index terms: | PORTFOLIO INVESTMENT PERFORMANCE APPRAISAL RISK MEASUREMENT |
| Language: | eng |
| Abstract: | Proposed use of semivariance to measure risk in the performance of portfolios. Bookstaber and Clarke analysis. Results depending on only 3 parameters. Semivariance as a downside risk measure. Analyzing performance. Semivariance in capital market and utility theory. Eight Figures and seven Tables illustrate the study. |
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