Approximating the numéraire portfolio by naive deversification
Eckhard Platen; Renata Rendek
| Year of publication: |
2012
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|---|---|
| Authors: | Platen, Eckhard ; Rendek, Renata |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 13.2012, 1, p. 34-50
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010003945