Diversity-weighted portfolios with negative parameter
Alexander Vervuurt, Ioannis Karatzas
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Vervuurt, Alexander ; Karatzas, Ioannis |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 11.2015, 3/4, p. 411-432
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| Subject: | Portfolios | Portfolio generating functions | Relative arbitrage | Stochastic Portfolio Theory | Diversity-weighted portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-015-0263-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011459422