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Applications in Finance

  • Wolfgang Karl HärdleEmail author
  • Léopold Simar
Chapter

Abstract

A portfolio is a linear combination of assets. Each asset contributes with a weight \(c_j\) to the portfolio

Reference

  1. J. Franke, W. Härdle, C. Hafner, Introduction to Statistics of Financial Markets, 3rd edn. (Springer, Heidelberg, 2011)CrossRefGoogle Scholar

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Ladislaus von Bortkiewicz Chair of StatisticsHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Institute of Statistics, Biostatistics and Actuarial SciencesUniversité Catholique de LouvainLouvain-la-NeuveBelgium

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