Browsing AURA by Author "Wehus, Andreas Håland"
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Does optimized portfolios outperform the naive diversification: Implications from joint tests Can optimized trading strategies significa ntly outperform the naive diversification when correcting for data-snooping
Tjetland, Sindre Guin; Wehus, Andreas Håland (Master thesis, 2020)This thesis expands upon the debate surrounding the paper of DeMiguel, Garlappi &Uppal (2009). We investigate the performance of optimized strategies compared to the naive 1/N rule while controlling for data-snooping. ...