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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Michaud, Richard O.
Weitere Verfasser: Richard O. Michaud; Robert O. Michaud
Sprache:Undetermined
English
Veröffentlicht: New York Oxford University Press 2008
Schlagworte:
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