Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints
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| Datum: | 2017 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
2017
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| Schriftenreihe: | Economic annals-XXI |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0000890599 |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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open-sciencenbuvgovua-429162024-02-29T12:00:55Z Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints S. M. Nor S. M.N. Islam 1728-6220 2017 en Economic annals-XXI http://jnas.nbuv.gov.ua/article/UJRN-0000890599 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Economic annals-XXI |
| spellingShingle |
Economic annals-XXI S. M. Nor S. M.N. Islam Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints |
| format |
Article |
| author |
S. M. Nor S. M.N. Islam |
| author_facet |
S. M. Nor S. M.N. Islam |
| author_sort |
S. M. Nor |
| title |
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints |
| title_short |
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints |
| title_full |
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints |
| title_fullStr |
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints |
| title_full_unstemmed |
Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints |
| title_sort |
further examination of the 1/n portfolio rule: a comparison against sharpe-optimal portfolios under varying constraints |
| publishDate |
2017 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0000890599 |
| work_keys_str_mv |
AT smnor furtherexaminationofthe1nportfolioruleacomparisonagainstsharpeoptimalportfoliosundervaryingconstraints AT smnislam furtherexaminationofthe1nportfolioruleacomparisonagainstsharpeoptimalportfoliosundervaryingconstraints |
| first_indexed |
2025-07-17T20:20:18Z |
| last_indexed |
2025-07-17T20:20:18Z |
| _version_ |
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