Beating the market : can evolutionary-based portfolio optimisation outperform the Talmudic diversification strategy?
Safwan Mohd Nor (University of Malaysia Terengganu, Kuala Nerus, Terengganu, Malaysia); Sardar M.N. Islam (Victoria Institute of Strategic Economic Studies, Victoria University, Vic 3000, Australia)
| Year of publication: |
2016
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|---|---|
| Authors: | Nor, Safwan Mohd ; Islam, Sardar M. N. |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 9.2016, 1, p. 90-99
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| Subject: | portfolio optimisation | Talmudic diversification policy (I/V) | realistic trading constraints | individual | institutional investors | Portfolio-Management | Portfolio selection | Institutioneller Investor | Institutional investor | Diversifikation | Diversification | Anlageverhalten | Behavioural finance | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011548325