Modeling and forecasting realized portfolio diversification benefits
Year of publication: |
2019
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Authors: | Golosnoy, Vasyl ; Hildebrandt, Benno ; Köhler, Steffen |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 3/116, p. 1-16
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Subject: | diversification benefits | HAR models | minimum variance portfolio | realized measures | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Diversification | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12030116 [DOI] hdl:10419/239046 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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