Mean-variance versus naïve diversification : the role of mispricing
Year of publication: |
May 2017
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Authors: | Yan, Cheng ; Zhang, Huazhu |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 61-81
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Subject: | Finance | Portfolio choice | Mean-variance1/N naïve diversification | Mispricing | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Theorie | Theory |
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