Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Year of publication: |
2019
|
---|---|
Authors: | Jiang, Chonghui ; Du, Jiangze ; An, Yunbi |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 260-274
|
Subject: | Equally-weighted portfolio | Estimation errors | Minimum-variance portfolio | Portfolio performance |
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