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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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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
LLC "CPC "Business Perspectives"
2018-03-01
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| Serie: | Investment Management & Financial Innovations |
| Soggetti: | |
| Accesso online: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10068/imfi_2018_01_Stein.pdf |
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