Effects of common factors on stock correlation networks and portfolio diversification
Cheoljun Eom, Jong Won Park
| Year of publication: |
January 2017
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|---|---|
| Authors: | Eom, Cheoljun ; Park, Jong Won |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 49.2017, p. 1-11
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| Subject: | Common factors | Correlation matrix of stocks | Portfolio diversification | Stock correlation network | Minimal spanning tree | Portfolio optimization | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Theorie | Theory | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011741216