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- W2355442914 abstract "We presents a new asymmetric risk measurement based on generalized disappointment models that were proposed by Jia and Dyer(2001)~([7]).It applies upper partial moment to revise the downside risk,not only focuse on return dispersion below the expected mean return,but also use the return dispersion above the expected mean return that contains promising profits.Under the new risk measure,the computation recipes of the portfolio are provided,and an emprirical study using data from Shanghai stock market is given in order to describe its application." @default.
- W2355442914 created "2016-06-24" @default.
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- W2355442914 date "2006-01-01" @default.
- W2355442914 modified "2023-09-23" @default.
- W2355442914 title "Portfolio Slection Based on Generalized Disappointment Models" @default.
- W2355442914 hasPublicationYear "2006" @default.
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