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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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | FA |
| Publié: |
University of Tehran
2021
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| Accès en ligne: | https://doaj.org/article/0c700c2af0d24e97928e904264db6c64 |
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