Efficient frontiers calculated using shortfall probability and those calculated using standard deviation are generally similar, with portfolios optimal under standard deviation often being near-optimal under shortfall probability.

Authors

• Person: Not available Organization: Journal of Financial Planning
  Next Generation Investment Risk Management: Putting the 'Modern ...

Sources

• Next Generation Investment Risk Management: Putting the 'Modern ... www.financialplanningassociation.org Journal of Financial Planning via serper

Referenced by nodes (2)

• efficient frontier concept
• Standard deviation concept