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The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market

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Figure

Table 1. Annualised Daily Standard Deviation of Returns
Figure 1. Annnualised Daily Standard Devviation of Returrns vs. n
Table 3 shows the results from Levene’s test. Levene's test compares 2 samples and tests for equality of variances
Table 4. Benefit of Full Diversification (Annualised % Return)
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