Open AccessCombining Upside and Downside Volatility in Investment Decision
Author(s) -
Riccardo Bramante,
Silvia Facchinetti
Publication year - 2022
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2022.121006
Subject(s) - downside risk , sharpe ratio , economics , volatility (finance) , portfolio , econometrics , asset allocation , stock (firearms) , capital asset pricing model , risk aversion (psychology) , investment strategy , spectral risk measure , financial economics , portfolio optimization , actuarial science , expected utility hypothesis , microeconomics , engineering , profit (economics) , mechanical engineering
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