Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints
Download
Download
Download
Full text for this resource is not available from the Research Repository.
Export
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
Dimensions Badge
Altmetric Badge
| Item type | Article |
| URI | https://vuir.vu.edu.au/id/eprint/36942 |
| DOI | 10.21003/ea.V166-11 |
| Official URL | http://soskin.info/en/ea/2017/166-7-8/Economic-Ann... |
| Subjects | Historical > FOR Classification > 1402 Applied Economics Historical > Faculty/School/Research Centre/Department > Victoria Institute of Strategic Economic Studies (VISES) |
| Keywords | tangency portfolios; trading performance; 1/N policy; portfolios |
| Citations in Scopus | 3 - View on Scopus |
| Download/View statistics | View download statistics for this item |
CORE (COnnecting REpositories)