Portfolio construction and crowding
Year of publication: |
2018
|
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Authors: | Bruno, Salvatore ; Chincarini, Ludwig Boris ; Ohara, Frank |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 47.2018, p. 190-206
|
Subject: | Copycat trading | Crowded spaces | Crowding | Herding | Optimal portfolios | Quantitative equity portfolio management | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Herdenverhalten | Finanzanalyse | Financial analysis |
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