The Curious Case of Portfolio Selection : Analysis of Correlations and Diversification over Time
| Year of publication: |
2018
|
|---|---|
| Authors: | Oskay, Bora |
| Publisher: |
[2018]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Diversifikation | Diversification | Volatilität | Volatility | Theorie | Theory |
| Description of contents: |
This paper revisits the M ...
|
freely available
| Extent: | 1 Online-Ressource (77 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 19, 2018 erstellt |
| Other identifiers: | 10.2139/ssrn.3225140 [DOI] |
| Classification: | C01 - Econometrics ; C02 - Mathematical Methods ; C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing ; C13 - Estimation ; C22 - Time-Series Models ; C50 - Econometric Modeling. General ; C52 - Model Evaluation and Testing ; c58 ; G00 - Financial Economics. General ; G01 - Financial Crises ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012913510