Keynes meets Markowitz : the trade-off between familiarity and diversification
Phelim Boyle; Lorenzo Garlappi; Raman Uppal; Tan Wang
| Year of publication: |
2012
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|---|---|
| Authors: | Boyle, Phelim P. ; Garlappi, Lorenzo ; Uppal, Raman ; Wang, Tan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 2, p. 253-272
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| Subject: | John Maynard Keynes | Harry Markowitz | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Bibliometrie | Bibliometrics |
| 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/10009512174