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- W2073116551 abstract "Measuring investment risk precisely is critical to investment strategies. In common practice, the most popular measure of risk is standard deviation. However, standard deviation makes no distinction between positive and negative deviations from the mean. Such risk measurement could lead to biased decision making, given that asset returns are generally not symmetrically distributed.In this paper, risk is confined to adverse outcomes that are measured by the negative semi-deviation. By examining Australian Listed Property Trusts (LPTs) for the period of 1985- 2004, this paper illustrates how the differentiation between risk (semi-deviation) and uncertainty (standard deviation) make significant differences in performance measurement and optimal portfolio construction. This paper demonstrates that the concept and application of downside risk is a valuable construct to LPT investment strategies." @default.
- W2073116551 created "2016-06-24" @default.
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- W2073116551 date "2005-01-01" @default.
- W2073116551 modified "2023-09-23" @default.
- W2073116551 title "Risk Measurement and Listed Property Trust Investment Strategies : Focusing on the Downside" @default.
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- W2073116551 doi "https://doi.org/10.1080/14445921.2005.11104182" @default.
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