Work

It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1530022

Authors: Chris Kirby, Barbara Ostdiek

Institutions: University of North Carolina at Charlotte, Rice University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2129741249

Cites: 27

Cited by: 67

Related to: 10