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
Zdroj: International Journal of Management, Accounting & Economics. Aug2024, Vol. 11 Issue 8, p974-989. 16p.
Databáze: Business Source Ultimate