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http://arks.princeton.edu/ark:/88435/dsp014m90dv670Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Vanderbei, Robert | - |
| dc.contributor.author | Fierstein, Lisa | - |
| dc.date.accessioned | 2014-07-16T18:51:43Z | - |
| dc.date.available | 2014-07-16T18:51:43Z | - |
| dc.date.created | 2014-06-04 | - |
| dc.date.issued | 2014-07-16 | - |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp014m90dv670 | - |
| dc.description.abstract | The Financial Crisis of 2008 increased investors' interest in managing risk. The Markowitz Model, Conditional Value at Risk, and Risk Parity all offer a different approach to measuring risk in an investor's portfolio. By comparing these three models on a five year, long only investment horizon, it is possible for a first-time investor to have a better understanding of what portfolio allocation works best according to his risk preferences. | en_US |
| dc.format.extent | 138 | en_US |
| dc.language.iso | en_US | en_US |
| dc.title | Measuring Portfolio Risk: Using the Markowitz Model, Conditional Value at Risk, and Risk Parity for Asset Allocation in Medium-Duration Investments | en_US |
| dc.type | Princeton University Senior Theses | - |
| pu.date.classyear | 2014 | en_US |
| pu.department | Operations Research and Financial Engineering | en_US |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 | |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Fierstein, Lisa Final Thesis.pdf | 1.43 MB | Adobe PDF | Request a copy |
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