Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints

Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints

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Bibliographic Details
Date:2017
Main Authors: S. M. Nor, S. M.N. Islam
Format: Article
Language:English
Published: 2017
Series:Economic annals-XXI
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000890599
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-42916
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spelling 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
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