A correlation-based portfolio choice algorithm
Jonathan Ross, Joshua Madsen, and Gordon Alexander
| Year of publication: |
2024
|
|---|---|
| Authors: | Ross, Jonathan ; Madsen, Joshua ; Alexander, Gordon J. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1583-1600
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| Subject: | Low-cross sectional correlation | Portfolio choice | Diversification | Return co-movement | Low-variabilty anomaly | Betting against beta | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation | CAPM | Aktienmarkt | Stock market | Theorie | Theory | Anlageverhalten | Behavioural finance | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046858