2   Artículos

 
en línea
Mirza Sikalo, Almira Arnaut-Berilo and Adela Delalic    
Comparing portfolio performance is complex due to the fact that each model is dominant in its own risk space. Since there is no single dominant performance measure, the research problem is how to incorporate several different measures into a performance ... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Mirza Sikalo, Almira Arnaut-Berilo and Azra Zaimovic    
In this paper, we compared the models for selecting the optimal portfolio based on different risk measures to identify the periods in which some of the risk measures dominated over others. For decades, the best known return-risk model has been Markowitz?... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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