Cap-Weighted Portfolios are Sub-Optimal Portfolios

By Jason C. Hsu. 2004

170 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/882acb27848879e17df51cfe5a691b1bb51424a9

Citations in the corpus

• A Survey of Alternative Equity Index Strategies (2011, unknown): “Downside semi-volatility min , ,, 0 2 max , x x x x subject to i N i i x l x u i1 1”