Portfolio revision and optimal diversification strategy choices
Year of publication: |
2014
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Authors: | Mroua, Mourad ; Abid, Fathi |
Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 10.2014, 4, p. 537-564
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Subject: | Transaction costs | Estimation error | International and domestic diversification optimal choices | Portfolios revision | Tracking erro efficient frontiers | Portfolio-Management | Portfolio selection | Transaktionskosten | Diversifikation | Diversification | Theorie | Theory |
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