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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2021
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| Subjects: | |
| 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 |