Mean-variance model and investors' diversification attitude : a theoretical revisit
Year of publication: |
2020
|
---|---|
Authors: | Koumou, Gilles Boevi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-7
|
Subject: | Diversification | Diversification returns | Mean-variance model | Risk | Portfolio-Management | Portfolio selection | Diversifikation | Theorie | Theory | Kapitaleinkommen | Capital income |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 46, Part A, May 2022 |
Other identifiers: | 10.1016/j.frl.2019.101360 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Unifying portfolio diversification measures using Rao's quadratic entropy
Carmichael, Benoît, (2023)
-
The diversification effect of defense business on risk and return
Zhong, Ke, (2020)
-
Investment innovation trends : factor-based investing
Centineo, Sanja, (2017)
- More ...
-
Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
Moran, Kevin, (2015)
-
Coherent diversification measures in portfolio theory : an axiomatic foundation
Koumou, Gilles Boevi, (2022)
-
Weight Bound Constraints in Mean-Variance Models : A Re-examination Based on Machine Learning
Koumou, Gilles Boevi, (2022)
- More ...