Determining the maximum number of uncorrelated strategies in a global portfolio
Ling-Ni Boon and Florian Ielpo
| Year of publication: |
2014
|
|---|---|
| Authors: | Boon, Ling-ni ; Ielpo, Florian |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 16.2013/14, 4, p. 8-27
|
| Subject: | Portfolio-Management | Portfolio selection | Portfoliodiversifikation | Portfolio diversification | Korrelation | Correlation | Faktorenanalyse | Factor analysis | Systemrisiko | Systemic risk |
| 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/10010358821