Browsing 15 Commerce, Management, Tourism and Services by Author "Satchell, S"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Satchell, S"

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  • Computing optimal mean/downside risk frontiers: The role of ellipiticity 
    Hall Anthony; Satchell Stephen (Elsevier Academic Press, 2010)
    The purpose of this chapter is to analyze and calculate optimal mean/downside risk frontiers for financial portfolios. Focusing on the twO important cases of mean/value at risk and mean/semivariance, we compute analytic ...