Optimal Strategy Design for Portfolio Selection: an Inverse Risk Weighting Analysis
Year of publication: |
2010
|
---|---|
Authors: | Puerta, Andrés ; Laniado, Henry |
Published in: |
Lecturas de Economía. - Departamento de Economía, ISSN 0120-2596. - 2010, 73, p. 243-273
|
Publisher: |
Departamento de Economía |
Subject: | Investment portfolios | securities | profitability | risk | inverse risk weighting |
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