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dc.contributor.authorRasiah, Devinagaen_US
dc.date.accessioned2012-03-21en_US
dc.date.accessioned2012-05-22T16:44:28Z-
dc.date.available2012-05-22T16:44:28Z-
dc.date.issued2012en_US
dc.identifier.citationJournal of Finance and Investment Analysis 2241-0996 International Scientific Press 1 2012 1 69-91en_US
dc.identifier.urihttp://hdl.handle.net/10419/58003-
dc.description.abstractThis 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.isoengen_US
dc.publisherInternational Scientific Pressen_US
dc.subject.ddc330en_US
dc.subject.keywordexpected returnen_US
dc.subject.keywordportfolioen_US
dc.subject.keywordPost Modern Portfolio Theoryen_US
dc.subject.keywordrisk returnsen_US
dc.titlePost-modern portfolio theory supports diversification in an investment portfolio to measure investment's performanceen_US
dc.typeArticleen_US
dc.identifier.ppn688930476en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Journal of Finance and Investment Analysis

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