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

Available Versions of this Item

• Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection. (deposited 12 Jul 2019 07:46)
  • Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (deposited 26 May 2020 09:11) [Currently Displayed]