Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga and Harshdeep Ahluwalia
The Journal of Portfolio Management March 2020, jpm.2020.1.127; DOI: https://doi.org/10.3905/jpm.2020.1.127

Article Information

jpm.2020.1.127
DOI 
https://doi.org/10.3905/jpm.2020.1.127
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 14, 2020.

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Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Roger Aliaga-Diaz
    1. is a principal and the global head of Asset Allocation with The Vanguard Group in Malvern, PA. (roger_aliaga-diaz{at}vanguard.com)
  2. Giulio Renzi-Ricci
    1. is a senior investment strategist with The Vanguard Group in London, UK. (giulio.renzi.ricci{at}vanguard.co.uk)
  3. Ankul Daga
    1. is a senior investment strategist with The Vanguard Group in London, UK. (ankul.daga{at}vanguard.co.uk)
  4. Harshdeep Ahluwalia
    1. is the head of Asset Allocation, Americas with The Vanguard Group in Malvern, PA. (harshdeep_singh_ahluwalia{at}vanguard.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
Roger Aliaga-Diaz, Giulio Renzi-Ricci, Ankul Daga, Harshdeep Ahluwalia
The Journal of Portfolio Management Jan 2020, jpm.2020.1.127; DOI: 10.3905/jpm.2020.1.127
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