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Diversification and portfolio theory: a review · Study

ReviewDiversification and portfolio theory: a review

Gilles Boevi Koumou2020

OA

Reviewgreen2020

Diversification and portfolio theory: a review

Gilles Boevi Koumou

105 citations·0/0 files stored·Financial markets and portfolio management

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1999Coherent Measures of Risk 1965The Behavior of Stock-Market Prices 2002Dynamic Conditional Correlation 1976The arbitrage theory of capital asset pricing

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2020Investasi Saham di Masa Pandemi COVID-19

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Details

Year2020

Typereview

Published2020-06-04

VenueFinancial markets and portfolio management

ISSN-L1555-4961

Languageen

Citations105

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s11408-020-00352-6

openalex_workW3033755685

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