Weight Vector Analysis to Portfolio Performance with Diversification Constraints

Autor:	Hongseon Kim, Kyungchan Park, Seongmoon Kim
Rok vydání:	2016
Předmět:	050208 finance Financial economics 0502 economics and business 05 social sciences Econometrics Diversification (finance) Economics Portfolio Weight 050207 economics Portfolio optimization
Zdroj:	Korean Management Science Review. 33:51-64
ISSN:	1225-1100
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0a21b16af903415477e6eb9c5306a6b1 https://doi.org/10.7737/kmsr.2016.33.4.051 Zobrazit plný text záznamu