Efficiently combining multiple sources of alpha
Year of publication: |
2015
|
---|---|
Authors: | Menchero, Jose ; Lee, Jyh-Huei |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 4, p. 71-86
|
Subject: | Portfolio construction | alpha estimation | mean-variance optimization | Portfolio-Management | Portfolio selection | Theorie | Theory |
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