Should you optimize your portfolio? : On portfolio optimization: The optimized strategy versus the naïve and market strategy on the Swedish stock market
In this paper, I evaluate the out-of-sample performance of the portfolio optimizer relative to the naïve and market strategy on the Swedish stock market from January 1998 to December 2012. Recent studies suggest that simpler strategies, such as the naïve strategy, outperforms optimized strategies an...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Företagsekonomiska institutionen
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-218024 |