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Browsing Actuarial Science by Subject "Portfolio optimization"

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Why has the equal weight portfolio underperformed and what can we do about it?

Taljaard, Byran Hugo; Mare, Eben (Routledge, 2021)

It is widely noted that market capitalisation weighted portfolios are inefficient and underperform an equal weighted portfolio over the long-term. However, at least since 2016, an equal weighted portfolio of stocks in the ...

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