Index correlation : implications for asset allocation
Allen Michel (Finance Department, Boston University, Boston, Massachusetts, USA), Jacob Oded (Finance Department, Tel Aviv University, Tel Aviv, Israel) and Israel Shaked (Finance Department, Boston University, Boston, Massachusetts, USA and The Michel-Shaked Group, Boston, Massachusetts, USA)
| Year of publication: |
2015
|
|---|---|
| Authors: | Michel, Allen ; Oded, Jacob ; Shaked, Israel |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 41.2015, 11, p. 1236-1256
|
| Subject: | Financial markets | Portfolio investment | Investments | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-07-2014-0195 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011524653