Address Challenges Markowitz (1952) Faces: A New Measure of Asset Risk
The article challenges the traditional concept of asset risk, arguing that it's the asset risk that causes volatility, not vice versa, and volatility doesn't necessarily decrease asset value.
Featured in No. 7 on 12 Jul 2023 · 1 day after release · 0 citations today
- Released
- 11 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- SSRN 4506410
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).