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
Giulio Renzi-Ricci
Ankul Daga
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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