Nor, S. M., & Islam, S. M. (2017). Further examination of the 1/N portfolio rule: A comparison against Sharpe-optimal portfolios under varying constraints.
Chicago Style (17th ed.) CitationNor, S. M., and S. M.N Islam. Further Examination of the 1/N Portfolio Rule: A Comparison Against Sharpe-optimal Portfolios Under Varying Constraints. 2017.
MLA (8th ed.) CitationNor, S. M., and S. M.N Islam. Further Examination of the 1/N Portfolio Rule: A Comparison Against Sharpe-optimal Portfolios Under Varying Constraints. 2017.
Warning: These citations may not always be 100% accurate.