par admin | Oct 4, 2024 | Volume 1, n° 2 (Juillet 2023 – July 2023), Volume 1, n° 2 Juillet 2023
Abstract This paper develops a domestic portfolio diversification strategy that optimizes investment capital during market downturns. The strategy consists in constructing two sub-portfolios (the adverse returns portfolio herein referred to as ARP, and the favorable...
