Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors

DOI10.2139/SSRN.2276632MaRDI QIDQ121187FDO

Authors Attilio Meucci, Alberto Santangelo, Romain Deguest

Publication date 2013

Published in SSRN Electronic Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2139/SSRN.2276632

Cited in

(1)

• uncorbets

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