Learn about semivariance, a key metric for assessing a portfolio’s downside risk. Understand its formula and how to calculate potential negative variations below the mean.

Discover how to calculate covariance to assess stock relationships and optimize your portfolio, balancing risk and potential ...

Bitcoin is trading 45% below its long-run trend, suggesting structural undervaluation rather than euphoric excess. A Z-score ...

Abstract: This research evaluates the effectiveness of Mean-Variance (MV) and Safety-First (SF) portfolio selection strategies for high-volume/high-value traded ...

Abstract: We study Markowitz's mean-variance portfolio optimization problem. When practically using this model, the mean vector and the covariance matrix of the assets returns often need to be ...

A new album from Ye, the artist formerly known as Kanye West, is set to arrive on March 20. The rapper has inked a partnership deal with the independent music company Gamma for the release of Bully, ...