When simplicity beats optimization: evidence from factor timing, volatility management, and the 1/N benchmark

Financial markets and portfolio management 2026

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Authors: Xuan Feng

DOI: 10.1007/s11408-026-00499-8

Cited by: 1

References: 24

Fields of Study & Subjects

Financial Markets and Investment Strategies Risk and Portfolio Optimization Financial Risk and Volatility Modeling

References 24