Portfolio Construction: From Alpha/Risk to Portfolio Weights

Quantitative Investing ◽

10.1007/978-3-030-47202-3_7 ◽

2020 ◽

pp. 285-337

Author(s):

Lingjie Ma

Keyword(s):

Portfolio Construction ◽

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Entrepreneurship Portfolio Construction and Management

PsycEXTRA Dataset ◽

10.1037/e605342012-010 ◽

2011 ◽

Author(s):

Aleksandras Vytautas Rutkauskas ◽

Viktorija Stasytyte ◽

Nijole Maknickiene

Keyword(s):

Portfolio Construction

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The European Office Market: Market Transparency and Portfolio Construction

10.15396/eres1999_123 ◽

1999 ◽

Keyword(s):

Portfolio Construction ◽

Market Transparency ◽

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Tax-Aware Portfolio Construction

AIMR Conference Proceedings ◽

10.2469/cp.v1999.n2.7 ◽

1999 ◽

Vol 1999 (2) ◽

pp. 42-50 ◽

Author(s):

Jean L.P. Brunel

Keyword(s):

Portfolio Construction

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Issues and Trends in Fixed-Income Portfolio Construction

AIMR Conference Proceedings ◽

10.2469/cp.v2002.n1.3168 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 26-33

Author(s):

Peter J. Knez

Keyword(s):

Portfolio Construction ◽

Fixed Income ◽

Fixed Income Portfolio

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Constrained Optimization for Portfolio Construction

10.2469/dig.v42.n3.41 ◽

2012 ◽

Vol 42 (3) ◽

pp. 148-150

Author(s):

Gregory G. Gocek

Keyword(s):

Constrained Optimization ◽

Portfolio Construction

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REIT Selection and Portfolio Construction: Using Operating Efficiency as an Indicator of Performance

10.2469/dig.v34.n1.1405 ◽

2004 ◽

Vol 34 (1) ◽

pp. 11-12

Author(s):

C. Mitchell Conover

Keyword(s):

Operating Efficiency ◽

Portfolio Construction

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Strategic Hedge Fund of Fund Portfolio Construction

SSRN Electronic Journal ◽

10.2139/ssrn.1267030 ◽

2002 ◽

Author(s):

Mohsen Mazaheri

Keyword(s):

Portfolio Construction ◽

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Shortfall in Portfolio Construction, June 2009

SSRN Electronic Journal ◽

10.2139/ssrn.1425642 ◽

2009 ◽

Author(s):

MSCI Inc.

Keyword(s):

Portfolio Construction

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I Diversify: Portfolio Construction with Single Factor Weights

SSRN Electronic Journal ◽

10.2139/ssrn.1627282 ◽

2010 ◽

Author(s):

Yufen Fu ◽

George W. Blazenko

Keyword(s):

Portfolio Construction ◽

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Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with a Robust Co-Movement Measure

SSRN Electronic Journal ◽

10.2139/ssrn.2627803 ◽

2015 ◽

Author(s):

Sander Gerber ◽

Harry Markowitz ◽

Punit Pujara

Keyword(s):

Portfolio Theory ◽

Portfolio Construction ◽

Modern Portfolio Theory ◽

Asset Portfolio

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