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Compare the out-of-sample performance of mean-variance optimization relative to equally weighted or naîve 1/N portfolio

Suruj, Mesbah Uddin; Ahmed, Maruf Yakubu
Master thesis
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URI
https://hdl.handle.net/11250/2682990
Date
2020
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  • Master of Science in Business (Siviløkonom) [137]
Description
Masteroppgave i finansiering og investering - Nord universitet 2020
Publisher
Nord universitet

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