Diversified minimum-variance portfolios
Year of publication: |
2015
|
---|---|
Authors: | Coqueret, Guillaume |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 11.2015, 2, p. 221-241
|
Subject: | Portfolio optimization | Minimum variance | Diversification | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Varianzanalyse | Analysis of variance |
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