The mean-variance optimization suggested by Henry Markowitz represents a path-breaking work, the beginning of the so-called Modern Portfolio Theory. This theory has been criticized by some researchers ...
Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...
The ‘gold standard’ of equally-weighted portfolio assets is not foolproof, Plato Investment Management believes. The firm’s head of long/short strategies, Dr David Allen, said a 2009 London Business ...
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