Portfolio selection : from under-diversification to concentration
Jiawen Xu, Yixuan Li, Kai Liu, Tao Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Xu, Jiawen ; Li, Yixuan ; Liu, Kai ; Chen, Tao |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 4, p. 1539-1557
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| Subject: | Dimensional reduction | Diversification and concentration | Efficient frontier | Extreme value theory | Market portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Diversification | Unternehmenskonzentration | Market concentration | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02300-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253700