Relationships Between Returns in EU Equity Markets in 2005–2016: Implications for Portfolio Risk Diversification

DOI10.1007/978-3-319-76228-9_4zbMath1425.91388OpenAlexW2800667699MaRDI QIDQ5198073

Agata Gluzicka

Publication date: 2 October 2019

Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-76228-9_4

zbMATH Keywords

portfolio risk diversificationEU equity markets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cites Work

• Diversity and dissimilarity coefficients: A unified approach
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