Diversification, Volatility, and Surprising Alpha
Year of publication: |
2020
|
---|---|
Authors: | Banner, Adrian |
Other Persons: | Fernholz, Bob Robert (contributor) ; Papathanakos, Vassilios (contributor) ; Ruf, Johannes (contributor) ; Schofield, David (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (10 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Investment Consulting, Vol. 19, no. 1, 2019, pp. 23-30 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2019 erstellt |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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