Laddar...

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...

Full beskrivning

Sparad:
Bibliografiska uppgifter
Huvudupphovsmän: Roberto Stein, Orlando E. Contreras-Pacheco
Materialtyp: Artigo
Språk:Inglês
Publicerad: LLC "CPC "Business Perspectives" 2018-03-01
Serie:Investment Management & Financial Innovations
Ämnen:
Länkar:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10068/imfi_2018_01_Stein.pdf
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!