An Analysis of the Performance of the “1/N” Naïve Portfolio Strategy in Korean Stock Markets
In this study, we compare three measurements of 12 asset-allocation strategies to a “1/N” portfolio using historical data of Korean stock markets, which is a representative emerging market, from January 2000 to December 2015. We find that in Korean stock markets the asset allocation strategies with...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2018-12-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20190109135717-09UXL.pdf |