Shortfall minimization and the Naive (1/N) portfolio : an out-of-sample comparison
M. Ryan Haley
| Year of publication: |
October 2016
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|---|---|
| Authors: | Haley, M. Ryan |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 13/15, p. 926-929
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| Subject: | Entropy | Safety First | skewness | optimal portfolio selection | Theorie | Theory | Portfolio-Management | Portfolio selection | Entropie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1119788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011629219