Diversified minimum-variance portfolios
Guillaume Coqueret
| 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 | Theorie | Theory | Portfolio-Management | Portfolio selection | Diversifikation |
| 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/10011376184