Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues
Fangquan Shi, Lianjie Shu, Aijun Yang, and Fangyi He
| Year of publication: |
2020
|
|---|---|
| Authors: | Shi, Fangquan ; Shu, Lianjie ; Yang, Aijun ; He, Fangyi |
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109019000899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012384771