Further exploration of global asset GMVPs : does risk reduction benefit from weekly data?
Arben Zibri; Agim Kukeli
| Year of publication: |
2015
|
|---|---|
| Authors: | Zibri, Arben ; Kukeli, Agim |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 14.2015, 2, p. 261-268
|
| Subject: | Portfolio Optimization | Minimum Variance Performance | Global Assets | Return Data Frequency | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Welt | World | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010529967