TITLE

Portfolio evaluation, downside risk and an anomaly

AUTHOR(S)
Kochman, Ladd M.
PUB. DATE
June 1999
SOURCE
American Business Review;Jun99, Vol. 17 Issue 2, p53
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Argues that portfolios pay premiums that are sensitive to incomplete diversification and nonsymmetric returns. Fund net selectivity; Question on whether the use of beta sufficiently measures investors' risks; Comparison of three models on portfolio risk and return measures.
ACCESSION #
2206256

 

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