Horses for courses: Mean-variance for asset allocation and 1/N for stock selection



Platanakis, Emmanouil, Sutcliffe, Charles and Ye, Xiaoxia
(2021) Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. European Journal of Operational Research, 288 (1). 302 - 317.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 26 May 2020 09:11
Last Modified: 17 Jan 2021 01:11
DOI: 10.1016/j.ejor.2020.05.043
URI: https://livrepository.liverpool.ac.uk/id/eprint/3088414

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