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