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Book Categories |
Preface | ||
Ch. 1 | Introduction | 1 |
Ch. 2 | Classic Mean-Variance Optimization | 7 |
Ch. 3 | Traditional Criticisms and Alternatives | 23 |
Ch. 4 | Understanding Mean-Variance Efficiency | 33 |
Ch. 5 | Portfolio Review and Mean-Variance Efficiency | 41 |
Ch. 6 | Portfolio Analysis and the Resampled Efficient Frontier | 49 |
Ch. 7 | Portfolio Revision and Confidence Regions | 71 |
Ch. 8 | Input Estimation and Stein Estimators | 83 |
Ch. 9 | Benchmark Active Asset Allocation | 101 |
Ch. 10 | Investment Policy and Economic Liabilities | 115 |
Ch. 11 | Return Forecasts and Mixed Estimation | 127 |
Ch. 12 | Avoiding Optimization Errors | 133 |
Epilogue | 141 | |
Bibliography | 143 | |
Index | 149 |
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Add Efficient Asset Management: Stock Portfolio Optimization and Asset Allocation, In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts R, Efficient Asset Management: Stock Portfolio Optimization and Asset Allocation to the inventory that you are selling on WonderClubX
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Add Efficient Asset Management: Stock Portfolio Optimization and Asset Allocation, In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts R, Efficient Asset Management: Stock Portfolio Optimization and Asset Allocation to your collection on WonderClub |