Time diversification : perspectives from the economic index of riskness
Year of publication: |
September 2018
|
---|---|
Authors: | Lu, Richard ; Yang, Chen-Chen ; Wong, Wing Keung |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 13.2018, 2, p. 1-15
|
Subject: | Time diversification | economic index of riskiness | investment horizon | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Zeit | Time | Index | Index number | Investitionsrisiko | Investment risk | Diversifikation | Diversification |
-
Lu, Richard, (2023)
-
A note on minimum riskiness hedge ratio
Ehsani, Sina, (2015)
-
The impact of investment horizon on the return and risk of investments in securities in Lithuania
Urbšienė, Laimutė, (2016)
- More ...
-
Stochastic dominance and applications to finance, risk and economics
Songsak Sriboonchitta, (2010)
-
Investment based on size, value, momentum and income measures : a study in the Taiwan stock market
Lu, Richard, (2022)
-
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung, (2021)
- More ...