The proper use of risk measures in portfolio theory

International Journal of Theoretical and Applied Finance

Volumn 8, Issue 8, 2005, Pages 1107-1133

  Ortobelli, Sergio ^a   Rachev, Svetlozar T ^b,c   Stoyanov, Stoyan ^d   Fabozzi, Frank J ^e   Biglova, Almira ^c  

^a UNIVERSITY OF BERGAMO   (Italy)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF KARLSRUHE   (Germany)

^d FinAnalytica Inc   (Bulgaria)

^e YALE UNIVERSITY   (United States)

Author keywords

Dispersion measures; Fund separation; Investors' preference; Portfolio selection; Risk aversion; Safety risk measures; Skewness

Indexed keywords

EID: 28844490525     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024905003402     Document Type: Review

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