Data-Driven Portfolio Optimisation Victor DeMiguel London Business School Based on joint research with Lorenzo Garlappi

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Date: 2014-06-12 07:26:03 Investment Mathematical finance Harry Markowitz Financial risk Efficient frontier Portfolio optimization Variance Capital asset pricing model Resampled efficient frontier Financial economics Economics Finance		Data-Driven Portfolio Optimisation Victor DeMiguel London Business School Based on joint research with Lorenzo Garlappi Add to Reading List Source URL: www.kcl.ac.uk Download Document from Source Website File Size: 1,12 MB Share Document on Facebook

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