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Journal of Finance and Investment Analysis >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/58003
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Rasiah, Devinaga | | en_US |
| dc.date.accessioned | | 2012-03-21 | | en_US |
| dc.date.accessioned | | 2012-05-22T16:44:28Z | | - |
| dc.date.available | | 2012-05-22T16:44:28Z | | - |
| dc.date.issued | | 2012 | | en_US |
| dc.identifier.citation | | Journal of Finance and Investment Analysis 2241-0996 International Scientific Press 1 2012 1 69-91 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/58003 | | - |
| dc.description.abstract | | This study looks at the Post-Modern Portfolio Theory that maintains greater diversification in an investment portfolio by using the alpha and the beta coefficient to measure investment performance. Post-Modern Portfolio Theory appreciates that investment risk should be tied to each investor's goals and the outcome of this goal did not symbolize economic of the financial risk. Post-Modern Portfolio Theory's downside measure generated a noticeable distinction between downside and upside volatility. Brian M. Rom & Kathleen W. Ferguson, 1994, indicated that in post-Modern Portfolio Theory, only volatility below the investor's target return incurred risk, all returns above this target produced ambiguity which was nothing more than riskless chance for unexpected returns. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | International Scientific Press | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | expected return | | en_US |
| dc.subject.keyword | | portfolio | | en_US |
| dc.subject.keyword | | Post Modern Portfolio Theory | | en_US |
| dc.subject.keyword | | risk returns | | en_US |
| dc.title | | Post-modern portfolio theory supports diversification in an investment portfolio to measure investment's performance | | en_US |
| dc.type | | Article | | en_US |
| dc.identifier.ppn | | 688930476 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Journal of Finance and Investment Analysis
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