The impact of portfolio diversification on mean reverting components of stock indices (Q1000393)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The impact of portfolio diversification on mean reverting components of stock indices |
scientific article |
Statements
The impact of portfolio diversification on mean reverting components of stock indices (English)
0 references
6 February 2009
0 references
diversification
0 references
mean reversion
0 references
investment horizon
0 references