Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues
Fangquan Shi, Lianjie Shu, Aijun Yang, and Fangyi He
| Year of publication: |
2020
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|---|---|
| Authors: | Shi, Fangquan ; Shu, Lianjie ; Yang, Aijun ; He, Fangyi |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 8, p. 2700-2731
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| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109019000899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012384771