Improving the performance of investing strategies

By Xavier Saynac

In this paper, we evaluate the performance of different mean-variance portfolios, relative to the naive "1/n portfolio," that is investing equally on each of n assets. A similar research was already... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3845404833
• ISBN13: 9783845404837
• Release Date: August 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 56 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"