The Attenuation of Idiosyncratic Risk Under Alternative Portfolio Weighting Strategies : Recent Evidence from the UK Equity Market
Year of publication: |
2012
|
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Authors: | Rui Ming Daryl, Chia |
Other Persons: | Kai Jie Shawn, Lim (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risiko | Risk | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (14 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Economics and Finance In: Vol. 4, No. 11 In: 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 20, 2012 erstellt |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G01 - Financial Crises ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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