Novel approaches to portfolio construction: multiple risk models and multisolution generation
S Ceria, F Margot, A Renshaw… - … Optimization: The Next …, 2009 - books.google.com
This chapter highlights several novel methods for portfolio optimization. One approach
involves using more than one risk model and a systematic calibration procedure is …
involves using more than one risk model and a systematic calibration procedure is …
[PDF][PDF] Portfolio Construction Research by
A Renshaw - 2008 - Citeseer
A systematic calibration procedure is described for incorporating more than one risk model
in a portfolio construction strategy. The addition of a second risk model can lead to just as …
in a portfolio construction strategy. The addition of a second risk model can lead to just as …
[CITATION][C] Manager Crowding and Portfolio Construction
JH Lee, O Ruban, D Stefek, J Yao - 2012
[CITATION][C] SSgA CAPITAL INSIGHTS
AS Au, VP FRM, IR Team, S Chandrashekar