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Using Investment Portfolios to Change Risk*

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  • Bierman, Harold

Abstract

It is well known that different combinations of investments involve different risks. In recent years the analysis of risk has tended to focus on two moments of the probability distribution of returns, the mean and variance. This paper considers the effect on the variance of an investment fund of adding dependent investments.

Suggested Citation

  • Bierman, Harold, 1968. "Using Investment Portfolios to Change Risk*," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(2), pages 151-156, June.
    • Handle: RePEc:cup:jfinqa:v:3:y:1968:i:02:p:151-156_01
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    Cited by:

    1. Emel, Ahmet Burak & Oral, Muhittin & Reisman, Arnold & Yolalan, Reha, 2003. "A credit scoring approach for the commercial banking sector," Socio-Economic Planning Sciences, Elsevier, vol. 37(2), pages 103-123, June.

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