Performance of risk-based portfolios under different market conditions : evidence from India
Year of publication: |
2015
|
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Authors: | Sharma, Prateek ; Vipul |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 397-411
|
Subject: | Risk-based portfolios | Most diversified portfolio | Equal risk contribution | Minimum variance portfolio | Sharpe ratio | India | Indien | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Portfolio-Investition | Foreign portfolio investment |
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