Cargando…
Modeling asset allocations and a new portfolio performance score
We discuss and extend a powerful, geometric framework to represent the set of portfolios, which identifies the space of asset allocations with the points lying in a convex polytope. Based on this viewpoint, we survey certain state-of-the-art tools from geometric and statistical computing to handle i...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8412890/ https://www.ncbi.nlm.nih.gov/pubmed/34493996 http://dx.doi.org/10.1007/s42521-021-00040-8 |