How to quantify the influence of correlations on investment diversification
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- Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016. "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, vol. 36(C), pages 351-361.
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KeywordsMean-Variance portfolio Kelly portfolio Diversification Correlations;
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