The role of cross-sectional dispersion in active portfolio management
Year of publication: |
2010
|
---|---|
Authors: | Gorman, Larry R. ; Sapra, Steven G. ; Weigand, Robert A. |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 7.2010, 3, p. 54-64
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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