Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved?
| Autor: | Jiang, Chonghui, Du, Jiangze, An, Yunbi |
|---|---|
| Zdroj: | In Economic Modelling August 2019 80:260-274 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Jiang, Chonghui, Du, Jiangze, An, Yunbi |
|---|---|
| Zdroj: | In Economic Modelling August 2019 80:260-274 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect