Fig. 9
From: A novel portfolio construction strategy based on the core- periphery profile of stocks
Each subplot compares the Sharpe ratio 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 \(30\) s, \(1\) min, \(1.5\) min, and so on, up to \(120\) minutes (total \(240\) ticks); with weights assigned through the uniform method.
