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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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Roberto Stein, Orlando E. Contreras-Pacheco
التنسيق: Artigo
اللغة:Inglês
منشور في: LLC "CPC "Business Perspectives" 2018-03-01
سلاسل:Investment Management & Financial Innovations
الموضوعات:
الوصول للمادة أونلاين:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10068/imfi_2018_01_Stein.pdf
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