Practical Applications of Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

Roger Aliaga-Diaz; Giulio Renzi-Ricci; Ankul Daga; Harshdeep Ahluwalia

doi:10.3905/pa.8.3.410

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Practical Applications of Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep Ahluwalia

Practical Applications 8 (3) DOI: https://doi.org/10.3905/pa.8.3.410

Roger Aliaga-Diaz

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Giulio Renzi-Ricci

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Ankul Daga

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Harshdeep Ahluwalia

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Practical Applications

Vol. 8, Issue 3

31 Jan 2021

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Practical Applications of Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga, Harshdeep Ahluwalia

Practical Applications Jan 2021, 8 (3) DOI: 10.3905/pa.8.3.410

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Practical Applications of Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga, Harshdeep Ahluwalia

Practical Applications Jan 2021, 8 (3) DOI: 10.3905/pa.8.3.410

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