The stability of stock weightings of an optimum portfolio generated using the single index model. How
Fantastic news! We've Found the answer you've been seeking!
Question:
The stability of stock weightings of an optimum portfolio generated using the single
index model. How would you test to see if the optimum portfolio weightings are time-varying?
Provide an empirical examination of the stability of weightings of the optimum portfolio
Related Book For
Introduction To Statistical Investigations
ISBN: 9781118172148
1st Edition
Authors: Beth L.Chance, George W.Cobb, Allan J.Rossman Nathan Tintle, Todd Swanson Soma Roy
Posted Date: