Open AccessPORTFOLIO OPTIMIZATION WITH MEAN-VARIANCE & MEAN-CVAR: EVIDENCE FROM PAKISTAN STOCK MARKET
Author(s) -
Unbreen Arif,
Muhammad Tayyab Sohail,
Muhammad Irfan Majeed
Publication year - 2020
Publication title -
international journal of management research and emerging sciences
Language(s) - English
Resource type - Journals
eISSN - 2313-7738
pISSN - 2223-5604
DOI - 10.56536/ijmres.v10i2.96
Subject(s) - cvar , sharpe ratio , downside risk , economics , portfolio optimization , diversification (marketing strategy) , portfolio , volatility (finance) , econometrics , asset allocation , financial economics , market liquidity , expected shortfall , business , monetary economics , marketing
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