How to quantify the influence of correlations on investment...

How to quantify the influence of correlations on investment diversification

Matúš Medo, Chi Ho Yeung, Yi-Cheng Zhang
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Volume:
18
Year:
2009
Language:
english
DOI:
10.1016/j.irfa.2009.01.001
File:
PDF, 388 KB
english, 2009
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