Asymptotic analysis of portfolio diversification
Hengxin Cui, Ken Seng Tan, Fan Yang, Chen Zhou
| Year of publication: |
2022
|
|---|---|
| Authors: | Cui, Hengxin ; Ken Seng Tan ; Yang, Fan ; Chen Zhou |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 302-325
|
| Subject: | Portfolio optimization | Diversification | Risk management | Multivariate regularly variation | Asymptotic analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Multivariate Analyse | Multivariate analysis | Diversifikation | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380569