The attenuation of idiosyncratic risk under alternative portfolio weighting strategies : recent evidence from the UK equity market
Year of publication: |
2012
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Authors: | Chia Rui Ming Daryl ; Shawn, Lim Kai Jie |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 11, p. 1-14
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Subject: | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risiko | Risk | Kapitaleinkommen | Capital income |
Description of contents: |
-- Portfolio diversification ; idiosyncratic risk ; index funds ; weighting methodology
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