Fig. 4
From: A novel portfolio construction strategy based on the core- periphery profile of stocks
Each subplot compares the average return of portfolios of Types-1, 2, 3, 4, 5, and 6 of sizes 5, 10, 20, and 30 stocks, respectively; for the following holding periods, including \(1\), \(2\), and so on, up to \(125\) days; with weights assigned through the uniform method.
