Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns

Author： Chang Chun-Hao DuPoyet Brice Prakash Arun

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.18, Iss.20, 2008-11, pp. : 1635-1646

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