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From Markowitz to modern risk management
Gordon J Alexander
Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
16
Scopus citations
Overview
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Dive into the research topics of 'From Markowitz to modern risk management'. Together they form a unique fingerprint.
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Business & Economics
Standard Deviation
97%
Measure of Risk
75%
Rate of Return
54%
Money Management
47%
Modern Portfolio Theory
44%
Stress Testing
44%
Expected Shortfall
41%
Portfolio Theory
40%
Conditional Value at Risk
38%
Expected Value
33%
Portfolio Selection
33%
Probability Distribution
32%
Statistics
24%
Evaluation
18%
Industry
12%