3 ms·
This sounds reasonable and I’m with you, but compelled to ask, which studies, can you provide links? Knowing those sources could help us find more recent ones
by bionhoward 2y ago
This sounds reasonable and I’m with you, but compelled to ask, which studies, can you provide links?
Knowing those sources could help us find more recent ones citing them, and see how this strategy has held up over time.
Here’s one:
[1] https://www.mdpi.com/1911-8074/14/9/409 https://www.mdpi.com/1911-8074/14/9/409
- keernan 2y agoIf my memory serves me correctly, it was part of the results of the CAPM study by Sharpe and Markowitz for which they won the a Nobel.