Further exploration of global asset GMVPs : does risk reduction benefit from weekly data?
Year of publication: |
2015
|
---|---|
Authors: | Zibri, Arben ; Kukeli, Agim |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 14.2015, 2, p. 261-268
|
Subject: | Portfolio Optimization | Minimum Variance Performance | Global Assets | Return Data Frequency | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Welt | World | Theorie | Theory |
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