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Portfolio Management
C/F/126. Investment portfolio optimization
- WORDS:
- 3500
- DATE:
- 2006
- PRICE:
- 39.99 GBP
The following research paper provides and extensive discussion of the mean variance portfolio optimization. It highlights challenges of the portfolio construction and provides comprehensive example of asset allocation decision making process, finally it discusses limitations of mean variance analysis and provides short overview of alternative models. The research is based on a real life example of index portfolio construction. The main focus is given to the explanation of investment portfolio optimization technique, estimation of underlying variables and interpretation of results.
KEYWORDS: Investment portfolio, Mean, Variance, CAMP, Optimization,
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