The impact of portfolio diversification on mean reverting components of stock indices

Gordon Y N TANG*

*Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    Fingerprint

    Dive into the research topics of 'The impact of portfolio diversification on mean reverting components of stock indices'. Together they form a unique fingerprint.

    Keyphrases

    Economics, Econometrics and Finance