Risk minimization and portfolio diversification
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2015.1115891
Reference12 articles.
1. Optimal payoffs under state-dependent preferences
2. Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection
3. Convex Optimization
4. No Arbitrage and the Growth Optimal Portfolio
5. DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS
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