Un-diversifying during crises : is it a good idea?
Margherita Giuzio, Sandra Paterlini
| Year of publication: |
2019
|
|---|---|
| Authors: | Giuzio, Margherita ; Paterlini, Sandra |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 16.2019, 3, p. 401-432
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| Subject: | Diversification | Regularization methods | Minimum variance | Sparsity | Theorie | Theory | Diversifikation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-018-0340-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012053146