Equity portfolios generated by functions of ranked market weights
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- repec:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0332-8 is not listed on IDEAS
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More about this item
KeywordsPortfolio-generating function; local time; size effect; diversity-weighted index;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- G19 - Financial Economics - - General Financial Markets - - - Other
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