Naive versus optimal diversification: tail risk and performance (Q1681368)
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scientific article; zbMATH DE number 6811942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Naive versus optimal diversification: tail risk and performance |
scientific article; zbMATH DE number 6811942 |
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Naive versus optimal diversification: tail risk and performance (English)
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23 November 2017
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investment analysis
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mean-variance analysis
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portfolio optimization
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tail risk
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0.8689998
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0.8688848
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0.85847026
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0.8534796
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0.84879196
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0.84035593
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0.8395532
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