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Correlation 1 Local diversification 1 Non-normality 1 Stock returns 1 Value-at-risk 1
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Kiani, Khurshid M. 1
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Emerging Markets Review 1
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Relationship between portfolio diversification and value at risk: Empirical evidence
Kiani, Khurshid M. - In: Emerging Markets Review 12 (2011) 4, pp. 443-459
This research explores the risk associated with the stocks prices in the seventeen selected companies that are listed in Indian BSE (100) National as well as portfolios of investment that are constructed from these seventeen companies employed. Additionally, for considering the possibility of...
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