Carteiras Igualmente Ponderadas com Poucas Ações e o Pequeno Investidor
This article analyzes equally-weighted stock portfolios (1/N) focusing on unsophisticated investors with small portfolios. The number of shares included in the 1/N portfolios ranged from 6 to 16 with rebalancing executed only three times a year. The period of analysis included daily and monthly re...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
2015-08-01
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| Series: | RAC: Revista de Administração Contemporânea |
| Subjects: | |
| Online Access: | http://www.anpad.org.br/periodicos/arq_pdf/a_1628.pdf |