A wholistic approach to diversification management : the diversification delta strategy applied to non-normal return distributions
Eduard Baitinger, Iliya Kutsarov, Thomas Maier, Marcus Storr and Tao Wan
| Year of publication: |
2015
|
|---|---|
| Authors: | Baitinger, Eduard ; Kutsarov, Iliya ; Maier, Thomas ; Storr, Marcus ; Wan, Tao |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 48.2015, 1, p. 89-119
|
| Subject: | Portfolio Optimization | Diversification | Unsmoothing Returns | Hedge Funds | Financial Crisis | Portfolio-Management | Portfolio selection | Diversifikation | Kapitaleinkommen | Capital income | Hedgefonds | Hedge fund | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011412015