An empirical study of time-varying return correlations and the efficient set of portfolios
Thadavillil Jithendranathan
| Year of publication: |
2007
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|---|---|
| Authors: | Jithendranathan, Thadavillil |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 265-277
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003401613