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Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints

Nor, SM and Islam, Sardar M. N (2017) Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints. Economic Annals-XXI, 166 (7-8). 56 - 60. ISSN 1728-6220

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Item Type: Article
Uncontrolled Keywords: tangency portfolios; trading performance; 1/N policy; portfolios
Subjects: FOR Classification > 1402 Applied Economics
Faculty/School/Research Centre/Department > Victoria Institute of Strategic Economic Studies (VISES)
Depositing User: Symplectic Elements
Date Deposited: 24 Aug 2018 01:54
Last Modified: 03 Oct 2019 04:48
URI: http://vuir.vu.edu.au/id/eprint/36942
DOI: https://doi.org/10.21003/ea.V166-11
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Citations in Scopus: 2 - View on Scopus

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