טוען...

Optimizing the performance of mean-variance portfolios in various markets: an “old-school” approach

The authors study the performance of mean-variance optimized (MVO) equity portfolios for retail investors in various markets in the U.S. and around the world. Actively managed equity mutual funds have relatively high fees and tend to underperform their benchmark. Index funds such as exchange traded...

תיאור מלא

שמור ב:
מידע ביבליוגרפי
Main Authors: Roberto Stein, Orlando E. Contreras-Pacheco
פורמט: Artigo
שפה:Inglês
יצא לאור: LLC "CPC "Business Perspectives" 2018-03-01
סדרה:Investment Management & Financial Innovations
נושאים:
גישה מקוונת:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10068/imfi_2018_01_Stein.pdf
תגים: הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!