The impact of portfolio diversification on mean reverting components of stock indices (Q1000393)
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scientific article; zbMATH DE number 5503441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of portfolio diversification on mean reverting components of stock indices |
scientific article; zbMATH DE number 5503441 |
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The impact of portfolio diversification on mean reverting components of stock indices (English)
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6 February 2009
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diversification
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mean reversion
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investment horizon
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