Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence
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DOI: 10.1057/s41260-016-0033-4
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References listed on IDEAS
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Cited by:
- Amit Pandey & Anil Kumar Sharma, 2023. "Effect of Index Concentration on Index Volatility and Performance," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 559-585, September.
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- Ngo, Vu Minh & Nguyen, Huan Huu & Van Nguyen, Phuc, 2023. "Does reinforcement learning outperform deep learning and traditional portfolio optimization models in frontier and developed financial markets?," Research in International Business and Finance, Elsevier, vol. 65(C).
- Andrius Zuoza & Vaida Pilinkienė, 2021. "Energy Efficiency and Carbon Emission Impact on Competitiveness in the European Energy Intensive Industries," Energies, MDPI, vol. 14(15), pages 1-16, August.
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More about this item
Keywords
equal-weighted; cap-weighted; 1/N; asset allocation; portfolio optimization;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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