Optimal versus naive diversification : do different loss functions improve portfolio choice?
Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2019
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | eng |
| Published: |
Massachusetts Institute of Technology
2020
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/1721.1/123569 |
| Summary: | Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2019 |
|---|