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https://hdl.handle.net/10419/58003
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Rasiah, Devinaga | en |
dc.date.accessioned | 2012-03-21 | - |
dc.date.accessioned | 2012-05-22T16:44:28Z | - |
dc.date.available | 2012-05-22T16:44:28Z | - |
dc.date.issued | 2012 | - |
dc.identifier.citation | |aJournal of Finance and Investment Analysis|c2241-0996|v1|h1|nInternational Scientific Press|y2012|p69-91 | en |
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 |
dc.language.iso | eng | en |
dc.publisher | |aInternational Scientific Press | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | expected return | en |
dc.subject.keyword | portfolio | en |
dc.subject.keyword | Post Modern Portfolio Theory | en |
dc.subject.keyword | risk returns | en |
dc.title | Post-modern portfolio theory supports diversification in an investment portfolio to measure investment's performance | - |
dc.type | Article | en |
dc.identifier.ppn | 688930476 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
econstor.citation.journaltitle | Journal of Finance and Investment Analysis | en |
econstor.citation.issn | 2241-0996 | en |
econstor.citation.volume | 1 | en |
econstor.citation.issue | 1 | en |
econstor.citation.publisher | International Scientific Press | en |
econstor.citation.year | 2012 | en |
econstor.citation.startpage | 69 | en |
econstor.citation.endpage | 91 | en |
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