Blar i AURA på forfatter "Karim, Sofia Jamil"
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DOES OPTIMIZED PORTFOLIOS ADD ANY VALUE? : A empirical study conducted to examine the performance of various optimized portfolios using the naive diversification rule as benchmark
Karim, Sofia Jamil (Master thesis, 2019)DeMiguel, Garlappi, and Uppal (2009)conducted a study where they demonstrated that none of several optimized portfolios consistently outperform the naive allocation rule, initiating a heated debate in the academic community. ...