Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints
Saved in:
Date: | 2017 |
---|---|
Main Authors: | S. M. Nor, S. M.N. Islam |
Format: | Article |
Language: | English |
Published: |
2017
|
Series: | Economic annals-XXI |
Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000890599 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
-
The formation of the investment portfolio on the basis of the "Quasi-Sharp" model
by: O. M. Vaskiv
Published: (2017) -
Optimal portfolios vis-а-vis corporate governance ratings: some UK evidence
by: S. M. Nor, et al.
Published: (2018) -
The Efficiency of Discrete Optimization Algorithm Portfolios
by: I. V. Serhiienko, et al.
Published: (2021) -
A new geometrical method for portfolio optimization
by: F. Butin
Published: (2021) -
About two-criteria optimization of the stock portfolio
by: F. H. Harashchenko, et al.
Published: (2017)