How to quantify the influence of correlations on investment diversification
| Year of publication: |
2009
|
|---|---|
| Authors: | Medo, Matúš ; Yeung, Chi Ho ; Zhang, Yi-Cheng |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 18.2009, 1, p. 34-40
|