Purpose – The purpose of this paper is to present a new strategy of portfolio selection. Design/methodology/approach – After making a comparative survey of different strategies of portfolio selection adopted by portfolio managers in Tunisia, the paper proposes a new strategy, which it calls...

Purpose – The purpose of this paper is to present a new strategy of portfolio selection. Design/methodology/approach – After making a comparative survey of different strategies of portfolio selection adopted by portfolio managers in Tunisia, the paper proposes a new strategy, which it calls...