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Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors - MaRDI portal

Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors (Q121187)

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scientific article
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Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors
scientific article

    Statements

    publication date
    2013
    0 references
    author
    Attilio Meucci
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    Alberto Santangelo
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    Romain Deguest
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    Identifiers

    DOI
    10.2139/ssrn.2276632
    0 references
     
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