A new method for better portfolio investment : a case of the Korean stock market
Year of publication: |
2018
|
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Authors: | Eom, Cheoljun ; Park, Jong Won |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 49.2018, p. 213-231
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Subject: | Correlation matrix | Mean-variance portfolio optimization | Non-market correlation matrix | Random matrix theory | Sensitivity test | Simulation experiment | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Südkorea | South Korea | Theorie | Theory | Lineare Algebra | Linear algebra | Simulation |
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