Portfolio selection: An alternative approach
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DOI: 10.1016/j.econlet.2015.08.021
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References listed on IDEAS
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Cited by:
- Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019. "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers 201959, University of Pretoria, Department of Economics.
- Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib, 2019. "Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return," Papers 1903.01082, arXiv.org.
- Liu, Weiyi, 2019. "Portfolio diversification across cryptocurrencies," Finance Research Letters, Elsevier, vol. 29(C), pages 200-205.
- Yue Wang & Zhijian Qiu & Xiaomei Qu, 2017. "Optimal portfolio selection with maximal risk adjusted return," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1035-1040, August.
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More about this item
Keywords
Portfolio diversification; Optimization; Return and risk;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
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