Remember to diversify your active risk : evidence from US equity ETFs
Year of publication: |
2023
|
---|---|
Authors: | Herzog, Benjamin ; Jones, Jenna ; Safaee, Shahyar |
Published in: |
The journal of beta investment strategies. - London : Portfolio Management Research, With Intelligence Ltd., ISSN 2771-6511, ZDB-ID 3158164-X. - Vol. 14.2023, 2, p. 6-16
|
Subject: | USA | United States | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Risiko | Risk |
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