Optimal Averaging for Portfolios
The article suggests a new method for optimizing portfolio weights by combining minimum-variance strategies, which enhances the variance and Sharpe ratio.
Featured in No. 45 on 17 Apr 2024 ·
- Released
- 2 Feb 2024
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 87
- Identifier
- SSRN 4792535
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