Diversification and generalized tracking errors for correlated non‐normal returns (Q4647233)
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scientific article; zbMATH DE number 7001558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diversification and generalized tracking errors for correlated non‐normal returns |
scientific article; zbMATH DE number 7001558 |
Statements
Diversification and generalized tracking errors for correlated non‐normal returns (English)
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14 January 2019
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portfolio return
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tracking errors
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probability distribution
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