Portfolio selection : from under-diversification to concentration
Year of publication: |
2023
|
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Authors: | Xu, Jiawen ; Li, Yixuan ; Liu, Kai ; Chen, Tao |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 4, p. 1539-1557
|
Subject: | Dimensional reduction | Diversification and concentration | Efficient frontier | Extreme value theory | Market portfolio | Theorie | Theory | Portfolio-Management | Portfolio selection | Unternehmenskonzentration | Market concentration | Diversifikation | Diversification | Ausreißer | Outliers |
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