Blar i AURA på forfatter "Holst, Thomas"
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Maximizing the diversification ratio in the Norwegian stock market : a portfolio approach in the period 2000-2012
Holst, Thomas (Master thesis, 2013)This analysis is based on the article by Choueifaty & Coignard (2008) where a “most-diversified portfolio” (MDP) is compared to a market capitalization – weighted benchmark, a global minimum variance portfolio and an ...