Cardinality-constrained approach: Small portfolios breakthrough in the Philippine market from January 2015 to December 2019

Diversification of assets usually implies that a portfolio should contain a large number of assets. However, this paper constructed small but optimal portfolios called cardinality-constrained portfolios that can attain returns as good as large portfolios. This paper specifically constructed 3, 5, an...

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Bibliographic Details
Main Authors: Cabador, Judely Ann Calipusan, Calo-oy, Clarissa Lingat, Duldulao, Krisma Allu Gapasin, Zamora, Juliene Faye Palmares
Format: text
Language:English
Published: Animo Repository 2021
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Online Access:https://animorepository.dlsu.edu.ph/etdb_finman/16
https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1000&context=etdb_finman
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Institution: De La Salle University
Language: English