post-modern portfolio theory
GPTKB entity
Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
investment theory
|
| gptkbp:alternativeTo |
mean-variance optimization
|
| gptkbp:appliesTo |
asset allocation
portfolio optimization |
| gptkbp:category |
finance
investment management |
| gptkbp:contrastsWith |
modern portfolio theory
|
| gptkbp:criticizedFor |
use of standard deviation as risk
|
| gptkbp:developedBy |
Brian M. Rom
Kathleen Ferguson |
| gptkbp:emphasizes |
asymmetrical return distribution
|
| gptkbp:focusesOn |
downside risk
|
| https://www.w3.org/2000/01/rdf-schema#label |
post-modern portfolio theory
|
| gptkbp:introducedIn |
1991
|
| gptkbp:publishedIn |
The Journal of Investing
|
| gptkbp:uses |
gptkb:Sortino_ratio
downside deviation |
| gptkbp:bfsParent |
gptkb:Modern_Portfolio_Theory
|
| gptkbp:bfsLayer |
6
|