An empirical study of time-varying return correlations and the efficient set of portfolios
Year of publication: |
2007
|
---|---|
Authors: | Jithendranathan, Thadavillil |
Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 265-277
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation |
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