[Other] Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

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eleen Post time 2024-5-7 14:30:46 | Show all posts |Read mode
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journal£ºThe Journal of Portfolio Management

Authors£ºRoger Aliaga-Diaz; Giulio Renzi-Ricci; Ankul Daga; Harshdeep Ahluwalia

Published date£º2020-2-29

DOI£º10.3905/jpm.2020.1.127

PDF link£ºhttps://syndication.highwire.org ... 3905/jpm.2020.1.127

Article link£ºhttp://dx.doi.org/10.3905/jpm.2020.1.127

Article Source£ºWith Intelligence LLC¡£


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