Resumen
The essence of the portfolio selection problem is to determine the optimal amount of capital to invest in each asset, and seeking a balance between maximizing returns and minimizing risk. Based on the above statement, this paper analyses the risk measures used in portfolio optimization models.
Título traducido de la contribución | Risk measures in portfolio selection |
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Idioma original | Español |
Número de artículo | 18 |
Publicación | Espacios |
Volumen | 40 |
N.º | 38 |
Estado | Publicada - 2019 |
Nota bibliográfica
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Palabras clave
- Dispersion measures
- Downside measures
- Risk measures