Open AccessOrtalama-Aşağı Yönlü Varyans Tabanlı Risk Ölçütleri ve Stokastik Getirili Portföy Optimizasyonu
Author(s) -
Elif Acar
Publication year - 2020
Publication title -
ekonomi, politika ve finans araştırmaları dergisi
Language(s) - Turkish
Resource type - Journals
ISSN - 2587-151X
DOI - 10.30784/epfad.790658
Subject(s) - downside risk , portfolio , portfolio optimization , econometrics , modern portfolio theory , variance (accounting) , sharpe ratio , measure (data warehouse) , spectral risk measure , actuarial science , mathematics , economics , statistics , computer science , financial economics , data mining , accounting