Does naive not mean optimal? The case for the 1/N strategy in brazilian equities

Detalhes bibliográficos
Autor(a) principal: Esposito, Vinicius
Data de Publicação: 2016
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/34829
Resumo: Naive diversification is not as bad as you think.
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spelling Esposito, ViniciusEscolas::EESP2024-02-07T14:38:18Z2024-02-07T14:38:18Z2016-1205https://hdl.handle.net/10438/34829Naive diversification is not as bad as you think.engCentro de Estudos em Processos de Investimento (FGV Invest)GV Invest; 05Naive diversification1/N portfolioSharpe ratioMarkowitzBrazilEconomiaInvestimentos - AdministraçãoMercado financeiro - BrasilInvestimentos - AnáliseDoes naive not mean optimal? 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dc.title.eng.fl_str_mv Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
title Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
spellingShingle Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
Esposito, Vinicius
Naive diversification
1/N portfolio
Sharpe ratio
Markowitz
Brazil
Economia
Investimentos - Administração
Mercado financeiro - Brasil
Investimentos - Análise
title_short Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
title_full Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
title_fullStr Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
title_full_unstemmed Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
title_sort Does naive not mean optimal? The case for the 1/N strategy in brazilian equities
author Esposito, Vinicius
author_facet Esposito, Vinicius
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.author.fl_str_mv Esposito, Vinicius
dc.subject.eng.fl_str_mv Naive diversification
1/N portfolio
Sharpe ratio
Markowitz
Brazil
topic Naive diversification
1/N portfolio
Sharpe ratio
Markowitz
Brazil
Economia
Investimentos - Administração
Mercado financeiro - Brasil
Investimentos - Análise
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Investimentos - Administração
Mercado financeiro - Brasil
Investimentos - Análise
description Naive diversification is not as bad as you think.
publishDate 2016
dc.date.issued.fl_str_mv 2016-12
dc.date.accessioned.fl_str_mv 2024-02-07T14:38:18Z
dc.date.available.fl_str_mv 2024-02-07T14:38:18Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/34829
dc.identifier.sici.none.fl_str_mv 05
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publisher.none.fl_str_mv Centro de Estudos em Processos de Investimento (FGV Invest)
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