Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Year of publication: |
February 2017
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Authors: | Yu, Jing-Rung ; Chiou, Wan-jiun Paul ; Yang, Jian-Hong |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 2, p. 467-502
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Subject: | Diversification benefits | Risk modeling | VaR | CVaR | Taiwan | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Risikomaß | Risk measure | Aktienmarkt | Stock market | Risiko | Risk | Kapitaleinkommen | Capital income |
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