Enhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative Predictors
Lars Kaiser, Marco J. Menichetti and Aron Veress
The Journal of Portfolio Management Summer 2014, 40 (4) 28-41; DOI: https://doi.org/10.3905/jpm.2014.40.4.028
Lars Kaiser
is a doctoral candidate at the University of Liechtenstein in Vaduz, Liechtenstein.
Marco J. Menichetti
is a professor of business administration, banking and financial management at the University of Liechtenstein in Vaduz, Liechtenstein.
Aron Veress
is head of risk and operations at Loviit AG in Ruggell, Liechtenstein.
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Enhanced Mean–Variance Portfolios:
A Controlled Integration of Quantitative Predictors
A Controlled Integration of Quantitative Predictors
Lars Kaiser, Marco J. Menichetti, Aron Veress
The Journal of Portfolio Management Jul 2014, 40 (4) 28-41; DOI: 10.3905/jpm.2014.40.4.028