Performance of risk-based portfolios under different market conditions: Evidence from India
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More about this item
KeywordsRisk-based portfolios; Most diversified portfolio; Equal risk contribution; Minimum variance portfolio; Sharpe ratio; India;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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