New Quantitative Approaches to Asset Selection and Portfolio Construction
Since the publication of Markowitz's landmark paper "Portfolio Selection" in 1952, portfolio construction has evolved into a disciplined and personalized process. In this process, security selection and portfolio optimization constitute key steps for making investment decisions acros...
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| Language: | English |
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2014
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| Online Access: | https://doi.org/10.7916/D83N21JV |