Showing 1 - 2 of 2
In the past decade many researchers have proposed new optimal portfolio selection strategies to show that sophisticated diversification can outperform the naïve 1/N strategy in out-of-sample benchmarks. Providing an updated review of these models since DeMiguel et al. (2009b), I test sixteen...
Persistent link: https://www.econbiz.de/10012907687
Persistent link: https://www.econbiz.de/10000391140