Open AccessAnalysis of Risk Measures in Portfolio Optimization for the Uganda Securities Exchange
Author(s) -
Criscent Birungi,
Lucy Muthoni
Publication year - 2021
Publication title -
journal of financial risk management
Language(s) - English
Resource type - Journals
eISSN - 2167-9541
pISSN - 2167-9533
DOI - 10.4236/jfrm.2021.102008
Subject(s) - portfolio optimization , portfolio , cvar , econometrics , risk measure , modern portfolio theory , spectral risk measure , variance (accounting) , expected shortfall , standard deviation , actuarial science , estimator , economics , efficient frontier , asset (computer security) , asset allocation , statistics , mathematics , computer science , financial economics , accounting , computer security