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-Zitierstil (17. Ausg.)Nor, S. M., und S. M.N Islam. Further Examination of the 1/N Portfolio Rule: A Comparison Against Sharpe-optimal Portfolios Under Varying Constraints. 2017.
MLA-Zitierstil (8. Ausg.)Nor, S. M., und S. M.N Islam. Further Examination of the 1/N Portfolio Rule: A Comparison Against Sharpe-optimal Portfolios Under Varying Constraints. 2017.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.