Optimal portfolios vis-à-vis corporate governance ratings: some UK evidence
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Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints
Nor, S. M., & Islam, S. M. N. (2017). Further examination of the 1/N portfolio rule: a comparison against Sharpe-optimal portfolios under varying constraints. Economic Annals-XXI, 166(7-8), 56-60. doi: https://doi.org/10.21003/ea.V166-11
Maximization of the Sharpe ratio of an asset portfolio in the context of risk minimization
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