A Reduced Rank regression approach to beat the naïve 1/N portfolio allocation

Additional Metadata
Thesis Advisor	Quaini, A
Persistent URL	hdl.handle.net/2105/72985
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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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