Z-score vs minimum variance preselection methods for constructing small portfolios
Francesco Cesarone, Fabiomassimo Mango, Gabriele Sabato
| Year of publication: |
2020
|
|---|---|
| Authors: | Cesarone, Francesco ; Mango, Fabiomassimo ; Sabato, Gabriele |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 1, p. 64-76
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| Subject: | asset allocation | risk diversification | risk parity | portfolio optimization | credit scoring | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.17(1).2020.06 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299819