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- W2392921960 abstract "On the basis of the given target-return,some asymmetric risk measure models are given by using the weight of investors between the loss of risk and the reward of risk,especially the one kind of these is a weighted sum of below target semi-variance and above target semi-variance, where downside risk is supplemented with the upper partial moment.It is set up that the portfolio optimization model with this new measure and proved that the consistency of the proposed optimal portfolio model with the third degree stochastic dominance.It is given that the relational conclusion about consistency or non-consistency of other three models with TSD and that the methods of getting solutions and analyses in practical application of the asymmetric risk measure models.The study and analyses above provides the investors with a helpful decision-making reference facing portfolio selection far from an arbitrary character." @default.
- W2392921960 created "2016-06-24" @default.
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- W2392921960 date "2010-01-01" @default.
- W2392921960 modified "2023-09-22" @default.
- W2392921960 title "Portfolio Analysis with The Third Degree Stochastic Dominance" @default.
- W2392921960 hasPublicationYear "2010" @default.
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