Beating the market with small portfolios: Evidence from Brazil
Optimal portfolios with a restriction on the number of assets, also referred to as cardinality-constrained portfolios, have been receiving attention in the literature due to its popularity among market practitioners and retail investors. In most cases, however, the interest is in proposing efficient...
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| Format: | Article |
| Language: | English |
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Elsevier
2015-01-01
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| Series: | EconomiA |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S1517758014000368 |