Diversification and portfolio theory: a review
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Citations
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Cited by:
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More about this item
Keywords
Diversification; Portfolio theory; Law of large numbers; Correlation; Capital asset pricing model; Risk contribution; Risk parity; Asset pricing theory; Expected utility theory;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
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