Biases in Variance of Decomposed Portfolio Returns

Alexeev, V Ignatieva, KM

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Field	Value	Language
dc.contributor.author	Alexeev, V
dc.contributor.author	Ignatieva, KM
dc.date.accessioned	2020-06-11T22:55:27Z
dc.date.available	2020-06-11T22:55:27Z
dc.date.issued	2020
dc.identifier.citation	International Review of Finance, 2020
dc.identifier.issn	1556-5068
dc.identifier.uri	http://hdl.handle.net/10453/141377
dc.language	en
dc.publisher	Elsevier BV
dc.relation.ispartof	International Review of Finance
dc.relation.isbasedon	10.2139/ssrn.3099335
dc.rights	Elsevier required licence: © 2020 . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/. The definitive publisher version is available online at https://doi.org/10.2139/ssrn.3099335	en_US
dc.rights	info:eu-repo/semantics/openAccess
dc.subject	1501 Accounting, Auditing and Accountability, 1502 Banking, Finance and Investment
dc.title	Biases in Variance of Decomposed Portfolio Returns
dc.type	Journal Article
utslib.for	1501 Accounting, Auditing and Accountability
utslib.for	1502 Banking, Finance and Investment
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney
utslib.copyright.status	open_access	*
pubs.consider-herdc	false
dc.date.updated	2020-06-11T22:55:09Z
pubs.publication-status	Accepted

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