Investment diversification and investment specialization and the assumed holding period

Applied Mathematical Finance

Volumn 3, Issue 2, 1996, Pages 117-134

  Levy, Haim ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Investment horizon; multiperiod correlation; multiperiod variance

Indexed keywords

EID: 0002455729     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504869600000006     Document Type: Article

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