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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Detalles Bibliográficos
Autor Principal: Michaud, Richard O.
Outros autores: Richard O. Michaud; Robert O. Michaud
Idioma:Undetermined
English
Publicado: New York Oxford University Press 2008
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