On the benefits of active stock selection strategies for diversified investors
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DOI: 10.1016/j.qref.2022.04.006
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More about this item
Keywords
Active portfolio management; Passive investment; Mean-variance analysis; Covariance shrinkage; Volatility timing; Naive diversification;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
Statistics
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