A Novel Approach for Naive Diversification: An Application of Multiple Risk Measures to Enhance 1/N Portfolio Performance.
Autor: | Shabani, Mostafa1, Ghanbari, Hossein1, Ghousi, Rouzbeh1 ghousi@iust.ac.ir, Mohammadi, Emran1 |
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Zdroj: | International Journal of Management, Accounting & Economics. Aug2024, Vol. 11 Issue 8, p974-989. 16p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |