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Efficient Frontier and Lower Partial Moment of the First Order

Journal Name:

  • International Journal of Science and Engineering Investigations

Publication Year:

  • 2012

Key Words:

Author NameUniversity of Author
Abstract (2. Language): 
In this paper after a quick review on the concept of Efficient Frontier (EF), it is discussed how to derive EF on the basis of Lower Partial Moment of the first order. Then shape of the new family of EFs is investigated. This is a contribution to the literature as no such method is known to exist.
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  • 1
39-43
  • English

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