Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868)
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scientific article; zbMATH DE number 7354082
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| English | Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection |
scientific article; zbMATH DE number 7354082 |
Statements
Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (English)
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3 June 2021
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investment analysis
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asset allocation
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stock selection
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mean-variance
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naive diversification
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portfolio theory
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0.7060651183128357
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0.6927740573883057
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0.6923707723617554
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0.6860123872756958
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