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Classical portfolio theory a critique Classical portfolio theory a critique

Classical portfolio theory a critique - PowerPoint Presentation

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Uploaded On 2016-11-27

Classical portfolio theory a critique - PPT Presentation

and new diretions Gautam Mitra Coauthors Diana Roman Csaba Fabian Victor Zviarovich LQG Investment Technology Day Outline The problem of portfolio construction Models of Choice Second order stochastic dominance ID: 494069

index risk portfolio models risk index models portfolio ssd return computational model distribution returns outcomes tracking scenarios worst utility dominance stochastic rebalancing

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