Diversification and generalized tracking errors for correlated non‐normal returns (Q4647233): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125809278 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: cond-mat/0209107 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:32, 19 April 2024
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)
0 references
14 January 2019
0 references
portfolio return
0 references
tracking errors
0 references
probability distribution
0 references