The impact of portfolio diversification on mean reverting components of stock indices (Q1000393)

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The impact of portfolio diversification on mean reverting components of stock indices
scientific article

    Statements

    title
    The impact of portfolio diversification on mean reverting components of stock indices (English)
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    author
    Gordon Y. N. Tang
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    publication date
    6 February 2009
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    zbMATH Keywords
    diversification
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    mean reversion
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    investment horizon
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    Identifiers

    DOI
    10.1007/BF00868007
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    zbMATH DE Number
    5503441
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    OpenAlex ID
    W2070724841
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