Open AccessWeight Vector Analysis to Portfolio Performance with Diversification Constraints
Author(s) -
Kyungchan Park,
Hongseon Kim,
Seongmoon Kim
Publication year - 2016
Publication title -
korean management science review
Language(s) - English
Resource type - Journals
eISSN - 2765-5687
pISSN - 1225-1100
DOI - 10.7737/kmsr.2016.33.4.051
Subject(s) - portfolio , diversification (marketing strategy) , sharpe ratio , portfolio optimization , econometrics , modern portfolio theory , post modern portfolio theory , single index model , mathematics , economics , financial economics , replicating portfolio , business , marketing
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