Kumar, Ronald Ravinesh; Stauvermann, Peter; Samitas, … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-25
In this paper, we apply the Markowitz portfolio optimization technique based on mean-variance and semi-variance as … various portfolios like 1/N (naïve), maximum return, and market and minimum-variance with and without short … that well-diversified portfolios (market portfolio and minimum-variance portfolio) with short-selling constraints have …