Abstract:Orientation:The performance of three different portfolio allocation strategies is assessed in a developed and a developing economy during different economic conditions over a period of seven years.Research purpose: Evaluate the performance of the portfoliosnamely, the tangent, minimum-variance, and maximally diversified portfolioacross a developed and a developing economy and investigate the advantages and disadvantages that each portfolio poses in differing economic conditions.Motivation for the study: Unders… Show more
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