Conservative portfolios that appear on the efficient frontier when using standard deviation as a risk measure often fall into the inefficient interior of the frontier when using shortfall probability as the risk measure.

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