Risk decomposition, estimation error, and naïve diversification
Year of publication: |
2020
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Authors: | Haensly, Paul J. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-34
|
Subject: | Naïve diversification | Portfolio risk decomposition | Diversifiable risk | Risk estimation | Portfolio-Management | Portfolio selection | Risiko | Risk | Diversifikation | Diversification | Risikomanagement | Risk management | Dekompositionsverfahren | Decomposition method | Risikomaß | Risk measure | Schätzung | Estimation | Schätztheorie | Estimation theory |
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