On the Market Portfolio for Multi-Asset Classes
Year of publication: |
2012
|
---|---|
Authors: | Louis, Rodolphe |
Other Persons: | Roncalli, Thierry (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2064807 [DOI] |
Classification: | G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Portfolio Theory forward testing
Davidsson, Marcus, (2013)
-
An analysis of the relation between return and beta for portfolios of Turkish equities
Terregrossa, Salvatore J., (2016)
-
Risk Management of Alpha Models
Elavia, Tony, (2010)
- More ...
-
On the market portfolio for multi-asset classes
Louis, Rodolphe, (2012)
-
Correlation and diversification effects in operational risk modelling
Frachot, Antoine, (2005)
-
Loss distribution approach in practice
Frachot, Antoine, (2005)
- More ...