Multi-dimensional portfolio risk and its diversification : a note
Woohwan Kim, Young Min Kim, Tae-Hwan Kim, Seungbeom Bang
| Year of publication: |
2018
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|---|---|
| Authors: | Kim, Woohwan ; Kim, Youngmin ; Kim, Tae-hwan ; Bang, Seungbeom |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 35.2018, p. 147-156
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| Subject: | Diversification | Kurtosis | Multidimensional risk | Skewness | Systematic risk | Portfolio-Management | Portfolio selection | Risiko | Risk | Diversifikation | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | CAPM | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2017.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012124807