Blar i Master's theses in Business Administration (2014-) på forfatter "Bakke, Anders"
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How good is the out-of-sample performance of optimized portfolios : an empirical comparison of optimal versus naive diversification
Bakke, Anders (Master thesis, 2014)Preceding research is inconclusive on the empirical performance of optimized portfolios. In this thesis I evaluate the out-of-sample performance of a minimum-variance portfolio, a meanvariance portfolio, an equally-weighted ...