The effects of background risk on optimal portfolios
Year of publication: |
2002
|
---|---|
Authors: | Jokung, Octave |
Published in: |
Research in banking and finance. - Amsterdam [u.a.] : JAI, ISSN 1567-7915, ZDB-ID 2060851-2. - Vol. 2.2002, p. 123-147
|
Subject: | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Theorie | Theory |
-
Portfolio diversification and investment risk
Tsai, Hui-Ju, (2017)
-
Profile to portfolio : where is the missing link?
Brayman, Shawn, (2023)
-
Hedging the investment portfolio with derivatives present on the Polish market
Bernat, Tomasz, (2023)
- More ...
-
A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule
Clark, Ephraim, (1999)
-
Making inefficient market indices efficient
Clark, Ephraim, (2011)
-
Jokung, Octave, (2013)
- More ...