2024-05-14
A Reduced Rank regression approach to beat the naïve 1/N portfolio allocation
Publication
Publication
Additional Metadata | |
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Quaini, A | |
hdl.handle.net/2105/72985 | |
Econometrie | |
Organisation | Erasmus School of Economics |
Wijckmans, J.D.L. (2024, May 14). A Reduced Rank regression approach to beat the naïve 1/N portfolio allocation. Econometrie. Retrieved from http://hdl.handle.net/2105/72985
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