Granularity Adjustment for Efficient Portfolios (Q5080553)
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scientific article; zbMATH DE number 7534743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granularity Adjustment for Efficient Portfolios |
scientific article; zbMATH DE number 7534743 |
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Granularity Adjustment for Efficient Portfolios (English)
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31 May 2022
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concentration risk
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factor model
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granularity adjustment
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idiosyncratic risk
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naive diversification
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sharpe performance
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systematic risk
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