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Worst case portfolio vectors and diversification effects

✍ Scribed by Ludger Rüschendorf

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Worst-Case Portfolio Optimization

✍ Korn, Ralf; Steffensen, Mogens 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 240 KB

Portfolio diversification effects of tra

✍ Chanwit Phengpis; Peggy E. Swanson 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 408 KB

International portfolio diversification:

✍ Esther Eiling; Bruno Gerard; Pierre Hillion; Frans A. de Roon 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 341 KB

Diversification as a Public Good: Commun

✍ Peter M. Demarzo; Ron Kaniel; Ilan Kremer 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 258 KB

OPTIMAL PORTFOLIO DIVERSIFICATION AND TH

✍ J. L. G. Board; C. M. S. Sutcliffe 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 591 KB

Wealth Effects of Diversification and Fi

✍ Robert D. Campbell; Milena Petrova; C. F. Sirmans 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 132 KB