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

Emmanouil PlatanakisCharles SutcliffeXiaoxia Ye
Published in: Eur. J. Oper. Res. (2021)
Keyphrases
  • asset allocation
  • stock market
  • portfolio management
  • portfolio selection
  • optimal portfolio
  • financial data
  • portfolio optimization
  • short term
  • stock price
  • long term
  • case based reasoning
  • utility function
  • stock exchange