Portfolio concentration, portfolio inertia, and ambiguous correlation
Author:
Funder
Shanghai University of Finance and Economics
Publisher
Elsevier BV
Subject
Economics and Econometrics
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Flight to quality and portfolio diversification under ambiguity of correlation;International Journal of Financial Engineering;2023-09-07
2. Asset allocation, limited participation and flight‐to‐quality under ambiguity of correlation;International Journal of Finance & Economics;2022-07-07
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