Diversification and the Optimal Construction of Basis Portfolios
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- Bruce N. Lehmann & David M. Modest, 2005. "Diversification and the Optimal Construction of Basis Portfolios," Management Science, INFORMS, vol. 51(4), pages 581-598, April.
More about this item
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-01-27 (All new papers)
- NEP-CFN-2003-01-27 (Corporate Finance)
- NEP-FIN-2003-01-27 (Finance)
- NEP-FMK-2003-01-27 (Financial Markets)
- NEP-RMG-2003-01-27 (Risk Management)
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