How Inefficient is the 1/N Asset-Allocation Strategy?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
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More about this item
Keywordsasset allocation; investment management; portfolio choice;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-08-13 (All new papers)
- NEP-FIN-2005-08-13 (Finance)
- NEP-FMK-2005-08-13 (Financial Markets)
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