Report copyright - Understanding the Quintile Portfolio · ZHOU AND PALOMAR: UNDERSTANDING THE QUINTILE PORTFOLIO 4031 e.g.,the1/N (a.k.a.equallyweightedoruniform)portfolio[20] andquintileportfolio[21],[22].Motivatedbythe‘naive’diversi-ficationforreducingtherisk,the1/N
Please pass captcha verification before submit form