Richard O. Michaud, Robert O. Michaud, "Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation"

Oxford University Press, USA | 2008-03-03 | ISBN: 0195331915 | 144 pages | PDF | 1,1 MB

Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation

Publisher: Oxford University Press, USA; 2 edition (March 3, 2008) | ISBN: 0195331915 | Pages: 144 | PDF | 1,97 MB

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of…

Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation

Oxford University Press, USA | 2008-03-03 | ISBN: 0195331915 | 144 pages | PDF | 1.5 MB

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance,…