Efficient asset management A practical guide to stock portfolio optimization and asset allocation

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the lim...

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Bibliografiske detaljer
Hovedforfatter: Michaud, Richard O.
Andre forfattere: Richard O. Michaud; Robert O. Michaud
Sprog:Undetermined
English
Udgivet: New York Oxford University Press 2008
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh