---
title: Insights | Francesco Cesarone, Fabiomassimo Mango, Gabriele Sabato
description: insights
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<https://content.wiserfunding.com/insights/research/z-score-vs-minimum-variance-preselection-methods-for-constructing-small-portfolios>

Research

### [Z-score vs minimum variance preselection methods for constructing small portfolios](https://content.wiserfunding.com/insights/research/z-score-vs-minimum-variance-preselection-methods-for-constructing-small-portfolios)

## Abstract Several contributions in the literature argue that a significant in-sample risk reduction can be obtained by investing in a relatively...

 Francesco Cesarone, Fabiomassimo Mango, Gabriele Sabato  Oct 26, 2021

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