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

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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
URI https://vuir.vu.edu.au/id/eprint/36942
DOI https://doi.org/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
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