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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...
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| 主要な著者: | , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
LLC "CPC "Business Perspectives"
2018-03-01
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| シリーズ: | Investment Management & Financial Innovations |
| 主題: | |
| オンライン･アクセス: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10068/imfi_2018_01_Stein.pdf |
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