Biases in variance of decomposed portfolio returns
| Year of publication: |
2020
|
|---|---|
| Authors: | Alexeev, Vitali ; Ignatieva, Katja |
| Published in: |
International Review of Finance. - Wiley, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 21.2020, 4 (15.07.), p. 1152-1178
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/irfi.12319 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012282317