Can volatility solve the naive portfolio puzzle?
| Autor: | CURRAN, MICHAEL1 michael.curran@villanova.edu, O'SULLIVAN, PATRICK2, ZALLA, RYAN3 |
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| Zdroj: | Quantitative Finance. Nov2023, Vol. 23 Issue 11, p1545-1560. 16p. |
| Databáze: | Business Source Ultimate |
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