Complex Valued Risk Diversification
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- Ludan Theron & Gary van Vuuren, 2018. "The maximum diversification investment strategy: A portfolio performance comparison," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1427533-142, January.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2018-10-22 (Risk Management)
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