Can volatility solve the naive portfolio puzzle? (Q6089392)
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scientific article; zbMATH DE number 7778528
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Can volatility solve the naive portfolio puzzle? |
scientific article; zbMATH DE number 7778528 |
Statements
Can volatility solve the naive portfolio puzzle? (English)
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14 December 2023
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mean-variance
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naive portfolio
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volatility
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0.7871267199516296
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0.7613304257392883
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0.7599411010742188
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0.7533230185508728
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0.7272476553916931
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