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  • Coherent Distortion Risk Measures in Portfolio Selection
    which consists of 20 stocks from S&P 500 (see Table 1). Moreover, 2 stocks from each of the 10 sectors ... American Electric Power AEP Entergy Corp. ETR Table 1: Companies Selected for Investment Portfolio Construction ...

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    • Authors: Ken Seng Tan, Mingbin Feng
    • Date: Jan 2012
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy