Work

Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved?

Year: 2018

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2018.11.012

Authors: Chonghui Jiang, Jiangze Du, Yunbi An

Institutions: Jiangxi University of Finance and Economics, University of Windsor

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 基于背景风险的证券组合选择机理及实证研究, G5221796480, 基于系统性偏度约束的证券组合选择机理及实证研究

OpenAlex ID: W2901006122

FWCI: 0.798

Cites: 34

Cited by: 33

Related to: 10