Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229)
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scientific article; zbMATH DE number 7557216
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| English | Portfolio concentration, portfolio inertia, and ambiguous correlation |
scientific article; zbMATH DE number 7557216 |
Statements
Portfolio concentration, portfolio inertia, and ambiguous correlation (English)
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15 July 2022
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correlation ambiguity
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anti-diversification
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correlation-invariant
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portfolio concentration
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portfolio inertia
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smooth ambiguity
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0.89653325
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0.8586387
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0.8557715
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0.8490467
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0.8470615
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