Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints / Nor, S. M., Islam, S. M. N. (2017)
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web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0000890599
  Economic annals-XXI      В - 2015  /     Issue (2017, № 166)

Nor S. M., Islam S. M. N.
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints

Cite:
Nor, S. M., Islam, S. M. N. (2017). Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints. Economic annals-XXI, 166, 56-60. http://jnas.nbuv.gov.ua/article/UJRN-0000890599

 

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