Diversification and the volatility risk premium
Year of publication: |
2017
|
---|---|
Authors: | DeSilva, Harindra ; McMurran, Gregory M. ; Miller, Megan N. |
Published in: |
Factor investing : from traditional to alternative risk premia. - London, UK : ISTE Press, ISBN 978-1-78548-201-4. - 2017, p. 365-387
|
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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