Cargando…
Effect of Index Concentration on Index Volatility and Performance
The presented study investigated the effect of index concentration on component security and index variances to explore the possibility of concentration risk and its impact on index performance in different markets. The study also investigated the 1/n index with the market cap index to find possible...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Japan
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9589808/ http://dx.doi.org/10.1007/s10690-022-09389-1 |