Equal-weighted strategy : why it outperforms value-weighted strategies? Theory and evidence
Rama Malladi, Frank J. Fabozzi
| Year of publication: |
May 2017
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|---|---|
| Authors: | Malladi, Rama ; Fabozzi, Frank J. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 3, p. 188-208
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| Subject: | equal-weighted | cap-weighted | 1/N | asset allocation | portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Strategisches Management | Strategic management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0033-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704214