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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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Roberto Stein, Orlando E. Contreras-Pacheco
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: LLC "CPC "Business Perspectives" 2018-03-01
Cyfres:Investment Management & Financial Innovations
Pynciau:
Mynediad Ar-lein:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10068/imfi_2018_01_Stein.pdf
Tagiau: Ychwanegu Tag
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