Work

Cap-Weighted Portfolios are Sub-Optimal Portfolios

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.647001

Author: Jason C. Hsu

Institution: University of California, Los Angeles

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1587473010

Cites: 24

Cited by: 154

Related to: 10