Menu

Dynamic Mean-Variance Portfolio Allocations: A New Benchmark

April 30, 2020

Portfolio allocation models must account for transaction costs, short-selling and leverage constraints, among other factors. Hugues Langlois proposes a novel approach for implementing unconditionally dynamic mean-variance portfolios.

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.
red QR code.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals