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  • Search: subject:"diversification Theorem"
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Year of publication
Subject
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diversified portfolios 2 growth optimal portfolio 2 almost exact simulation 1 diversification Theorem 1 diversification theorem 1 equally weighted portfolio 1 equi-weighted index 1 exact simulation 1 market portfolio 1 minimal market model 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Platen, Eckhard 2 Rendek, Renata 2
Institution
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Finance Discipline Group, Business School 2
Published in...
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Research Paper Series / Finance Discipline Group, Business School 2
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Simulation of Diversified Portfolios in a Continuous Financial Market
Platen, Eckhard; Rendek, Renata - Finance Discipline Group, Business School - 2010
The paper analyzes the simulated long-term behavior of well diversified portfolios in continuous financial markets. It focuses on the equi-weighted index and the market portfolio. The paper illustrates that the equally weighted portfolio constitutes a good proxy of the growth optimal portfolio,...
Persistent link: https://www.econbiz.de/10008492107
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Cover Image
Simulation of Diversified Portfolios in a Continuous Financial Market
Platen, Eckhard; Rendek, Renata - Finance Discipline Group, Business School - 2009
In this paper we analyze the simulated behavior of diversified portfolios in a continuous financial market. In particular, we focus on equally weighted portfolios. We illustrate that these well diversified portfolios constitute good proxies of the growth optimal portfolio. The multi-asset market...
Persistent link: https://www.econbiz.de/10008492103
Saved in:
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