The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?

Sebastien Page and Anne-Sophie Vanroyen

No 65, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: portfolio diversification; principal components (search for similar items in EconPapers)
JEL-codes: C45 G11 G15 (search for similar items in EconPapers)
Date: 2002-07-01
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Citations: View citations in EconPapers (3)

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