On the Benefits of Equicorrelation for Portfolio Allocation (Q4687562): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q130527830, #quickstatements; #temporary_batch_1730771694739 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q130527830 / rank | |||
Normal rank | |||
Latest revision as of 02:56, 5 November 2024
scientific article; zbMATH DE number 6952468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Benefits of Equicorrelation for Portfolio Allocation |
scientific article; zbMATH DE number 6952468 |
Statements
On the Benefits of Equicorrelation for Portfolio Allocation (English)
0 references
12 October 2018
0 references
volatility
0 references
multivariate GARCH
0 references
correlation
0 references
portfolio management
0 references
large-dimensional multivariate problems
0 references
correlation matrix for large-dimensional problems
0 references
