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dc.contributor.authorRasiah, Devinagaen
dc.date.accessioned2012-03-21-
dc.date.accessioned2012-05-22T16:44:28Z-
dc.date.available2012-05-22T16:44:28Z-
dc.date.issued2012-
dc.identifier.citation|aJournal of Finance and Investment Analysis|c2241-0996|v1|h1|nInternational Scientific Press|y2012|p69-91en
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
dc.language.isoengen
dc.publisher|aInternational Scientific Pressen
dc.subject.ddc330en
dc.subject.keywordexpected returnen
dc.subject.keywordportfolioen
dc.subject.keywordPost Modern Portfolio Theoryen
dc.subject.keywordrisk returnsen
dc.titlePost-modern portfolio theory supports diversification in an investment portfolio to measure investment's performance-
dc.typeArticleen
dc.identifier.ppn688930476en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
econstor.citation.journaltitleJournal of Finance and Investment Analysisen
econstor.citation.issn2241-0996en
econstor.citation.volume1en
econstor.citation.issue1en
econstor.citation.publisherInternational Scientific Pressen
econstor.citation.year2012en
econstor.citation.startpage69en
econstor.citation.endpage91en

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