Markowitz meets Talmud : a combination of sophisticated and naive diversification strategies
Year of publication: |
2011
|
---|---|
Authors: | Tu, Jun ; Zhou, Guofu |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 99.2011, 1, p. 204-215
|
Subject: | Portfolio-Management | Portfolio selection |
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