Effect of index concentration on index volatility and performance
Year of publication: |
2023
|
---|---|
Authors: | Pandey, Amit ; Sharma, Anil Kumar |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 30.2023, 3, p. 559-585
|
Subject: | Equal weighted portfolio | Hirschman-Herfindahl index | Index concentration | Markowitz theory | Portfolio concentration | Volatility | Theorie | Theory | Portfolio-Management | Portfolio selection | Volatilität | Aktienindex | Stock index | Unternehmenskonzentration | Market concentration | Index | Index number | Kapitaleinkommen | Capital income |
-
Drawdown risk in mutual funds performance
Kumaran, Sunitha, (2013)
-
Basu, Anup K., (2014)
-
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman, (2021)
- More ...
-
Indian institutional investor's portfolio concentration decision : skill and performance
Pandey, Amit, (2024)
-
Pandey, Amit, (2021)
-
Pandey, Amit, (2022)
- More ...