Author： Dorfleitner Gregor Leidl Michaela Reeder Johannes
Publisher： Palgrave Macmillan Ltd
ISSN： 1479-179X
Source： Journal of Asset Management, Vol.13, Iss.6, 2012-12, pp. : 384-400
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Multifractal returns and hierarchical portfolio theory
By Muzy J-F. Sornette D. delour J. Arneodo A.
Quantitative Finance, Vol. 1, Iss. 1, 2001-01 ,pp. :
Access to resources
Recommend
A strategy-proof test of portfolio returns
By Foster Dean P. Young H. Peyton
Quantitative Finance, Vol. 12, Iss. 5, 2012-05 ,pp. :
Resampled efficiency and portfolio choice
Finanzmarkt und Portfolio Management, Vol. 18, Iss. 4, 2004-12 ,pp. :
Portfolio Choice and Mental Health
By Bogan Vicki L. Fertig Angela R.
Review of Finance, Vol. 17, Iss. 3, 2013-07 ,pp. :
Portfolio Optimization and Mortgage Choice
By Nordfang Maj-Britt Steffensen Mogens
Journal of Risk and Financial Management, Vol. 10, Iss. 1, 2017-01 ,pp. :
Access to resources