Investigating the Efficiency of the 1/N Model in Portfolio Selection

Objective: Since Markowitz's (1952) pioneering work on a single-period investment model, mean-variance portfolio optimization problem has become a cornerstone of investment management in both academic and industrial fields. Despite the presence of various theories and methods, the  model contin...

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Autores principales: Reza Raei, Saeed Bajalan, Alireza Ajam
Formato: article
Lenguaje:FA
Publicado: University of Tehran 2021
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Acceso en línea:https://doaj.org/article/0c700c2af0d24e97928e904264db6c64
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