Richard O Michaud: 1 book
Efficient Asset Management
A Practical Guide to Stock Portfolio Optimization and Asset Allocation
Language: English
Release Date: March 3, 2008
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the limitations...
