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most citedBear Markets and Recessions versus Bull Markets and Expansions

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econ.TH2019

Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return

Abdulnasser Hatemi-J, Mohamed Ali Hajji, Youssef El-Khatib

The potential benefits of portfolio diversification have been known to investors for a long time. Markowitz (1952) suggested the seminal approach for optimizing the portfolio probl…