Approximating the numéraire portfolio by naive diversification.
| Autor: | Platen, Eckhard, Rendek, Renata |
|---|---|
| Zdroj: | Journal of Asset Management. Feb2012, Vol. 13 Issue 1, p34-50. 17p. 2 Charts, 5 Graphs. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|
| Autor: | Platen, Eckhard, Rendek, Renata |
|---|---|
| Zdroj: | Journal of Asset Management. Feb2012, Vol. 13 Issue 1, p34-50. 17p. 2 Charts, 5 Graphs. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|
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