Approximating the numéraire portfolio by naive deversification
Eckhard Platen; Renata Rendek
| Year of publication: |
2012
|
|---|---|
| Authors: | Platen, Eckhard ; Rendek, Renata |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 13.2012, 1, p. 34-50
|
| Subject: | Portfolio-Management | Portfolio selection | Bewertung | Evaluation | Statistische Verteilung | Statistical distribution | Aktienindex | Stock index | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009550668