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2007 Enterprise Risk Management Symposium: Risk - Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
Aversion Preferences This paper recommends the practical application of new portfolio risk/return measurements ... This new risk measurement process addresses the issue of infinite variances empirically observed in most ...- Authors: Rawley Thomas
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Risk: Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
Risk: Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances ... and Investor Loss Aversion Preferences The abstract for the paper Risk: Applying a New Portfolio Risk/Return ...- Authors: Rawley Thomas
- Date: Mar 2007