Main points:
- random portfolios are defined by the portfolio constraints
- random portfolios can revolutionize performance measurement
- random portfolios can also be used by fund managers to improve performance
- random portfolios can relax the obsession with tracking error
Presented 2010 May at LondonR.
Kommentarer inaktiverade för Portfolio Probe: Changing Fund Management
jun 25, 26
The function in question is scriptSearch. I’m not much for superlatives — ”most” and ”best” imply one dimension, but we live in a multi-dimensional world. I’m making an exception. The [...]
jun 25, 26
I recently gave a talk at the R in Finance conference in which I introduced the marketAgent package for R. Here is the source for the package if you'd like [...]
jun 25, 26
Executive summary Surprisingly good. And it’s not like my expectations were especially low. Structure There are 20 chapters. I mostly like the chapters and their order. Hadley breaks the 20 chapters [...]