On the diversification of portfolios of risky assets
Year of publication: |
2011
|
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Authors: | Frahm, Gabriel ; Wiechers, Christof |
Institutions: | Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | Diversification | Portfolio Management | Naive Portfolio | Variance Estimation | Finite-Sample Distribution | S&P500 |
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