Optimal Portfolio Diversification via Independent Component Analysis
Year of publication: |
2020
|
---|---|
Authors: | Lassance, Nathan |
Other Persons: | DeMiguel, Victor (contributor) ; Vrins, Frédéric D. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 6, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3285156 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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