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1
Does the inclusion of exposure to
volatility
into diversified portfolio improve the investment results? : portfolio construction from the perspective of a Polish investor
Latoszek, Michał
;
Ślepaczuk, Robert
- In:
Economics and business review
6/20
(
2020
)
1
,
pp. 46-81
Persistent link: https://www.econbiz.de/10012550231
Saved in:
2
Mitigating estimation risk in asset allocation : diagonal models versus 1/N
diversification
Stivers, Christopher T.
;
Sun, Licheng
- In:
The financial review : the official publication of the …
51
(
2016
)
3
,
pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
Saved in:
3
Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve
diversification
approaches
Bessler, Wolfgang
;
Opfer, Heiko
;
Wolff, Dominik
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011736211
Saved in:
4
Naïve versus mean-variance
diversification
in Indian capital markets
Gupta, Mohit
;
Aggarwal, Navdeep
- In:
Asia-Pacific journal of management research and …
11
(
2015
)
3
,
pp. 198-204
Persistent link: https://www.econbiz.de/10011392084
Saved in:
5
Risk decomposition, estimation error, and naïve
diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
6
Factor tracking : a new smart beta strategy that outperforms naïve
diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
7
Optimal vs naïve
diversification
in cryptocurrencies
Platanakis, Emmanouil
;
Sutcliffe, Charles M. S.
; …
- In:
Economics letters
171
(
2018
),
pp. 93-96
Persistent link: https://www.econbiz.de/10012021860
Saved in:
8
Naïve
diversification
in thematic investing : heuristics for the core satellite investor
Methling, Florian
;
Nitzsch, Rüdiger von
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 568-580
Persistent link: https://www.econbiz.de/10012155321
Saved in:
9
Mean-variance combining rules that outperform naïve
diversification
Benjlijel, Bacem
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014234353
Saved in:
10
Lessons from naïve
diversification
about the risk-reward trade-off
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013413455
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