Zhan, Hannah Cheng Juan; Rea, William; Rea, Alethea - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-19
We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the … period May 2000 to December 2013. We investigated five portfolio selection methods, random selection, selection within … reductions in portfolio return spread were achieved. …