Correlation Ambiguity and Under-Diversification
Year of publication: |
2017
|
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Authors: | Liu, Jun |
Other Persons: | Zeng, Xudong (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsnutzen | Expected utility | Korrelation | Correlation |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2692692 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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