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dc.contributor.authorRasiah, Devinagaen_US
dc.identifier.citation|aJournal of Finance and Investment Analysis |c2241-0996 |nInternational Scientific Press |v1 |y2012 |h1 |p69-91en_US
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.publisher|aInternational Scientific Pressen_US
dc.subject.keywordexpected returnen_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

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