Journal of Mathematical Finance

Vol.6 No.5(2016), Paper ID 72243, 21 pages

DOI:10.4236/jmf.2016.65060

 

Predicting Risk/Return Performance Using Upper Partial Moment/Lower Partial Moment Metrics

 

Fred Viole, David Nawrocki

 

OVVO Financial Systems, Holmdel, NJ, USA
Villanova School of Business, Villanova University, Villanova, PA, USA

 

Copyright © 2016 Fred Viole, David Nawrocki et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Viole, F. and Nawrocki, D. (2016) Predicting Risk/Return Performance Using Upper Partial Moment/Lower Partial Moment Metrics. Journal of Mathematical Finance, 6, 900-920. doi: 10.4236/jmf.2016.65060.

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