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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
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Document Date: 2014-06-12 07:26:03

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File Size: 1,12 MB

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Facility

Madrid Goethe University Frankfurt EDHEC Business School Grigory Vilkov Goethe University / London Optimisation Workshop King’s College / /

Organization

Madrid Goethe University Frankfurt EDHEC Business School Grigory Vilkov Goethe University Frankfurt London Optimisation Workshop King’s College London / London Business School / /

Person

Milton Friedman Mean-variance / Martin-Utrera Xiaoling Mei / Carlos III / Harry Markowitz / Lorenzo Garlappi Alberto / Alberto Martin-Utrera Xiaoling / Victor DeMiguel / Yuliya Plyakha Raman Uppal / Francisco J. Nogales Yuliya Plyakha Raman / /

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