Approximating the numéraire portfolio by naive...

Approximating the numéraire portfolio by naive diversification

Platen, Eckhard, Rendek, Renata
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Volume:
13
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2011.36
Date:
February, 2012
File:
PDF, 909 KB
english, 2012
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