Risk and uncertainty in portfolio characterisation
โ Scribed by J.G. Ross
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 372 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0920-4105
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๐ SIMILAR VOLUMES
In stochastic environment, variance, semivariance and probability of a bad outcome are three popular definitions of risk for portfolio selection. In fuzzy environment, variance is carried on as the definition of risk. However, in real life, risk is understood in many different ways. In this paper we
## Abstract There is remarkably little empirical evidence of the advantages of increased size on risk levels in real estate portfolios based on actual portfolios. This paper improves this by examining the portfolio risk of a large sample of actual real estate data in the UK over the period from 198