haku: @indexterm PORTFOLIO INVESTMENT / yhteensä: 425
viite: 123 / 425
Tekijä:Lewis, A.L.
Otsikko:Semivariance and the performance of portfolios with options
Lehti:Financial Analysts' Journal
1990 : JUL/AUG, VOL. 46:4, p. 67-76
Asiasana:PORTFOLIO INVESTMENT
PERFORMANCE APPRAISAL
RISK MEASUREMENT
Kieli:eng
Tiivistelmä: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.
SCIMA tietueen numero: 84105
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