[BOOK][B] Traditional optimization is not optimal for leverage-averse investors
PD Jacobs, K Levy - 2014 - jlem.com
In Jacobs and Levy [2012, 2013a], we discussed the unique risks of leverage and
developed mean-variance-leverage portfolio optimization, which takes these unique risks …
developed mean-variance-leverage portfolio optimization, which takes these unique risks …
Ten investment insights that matter
BI Jacobs, KN Levy - The Journal of Portfolio Management, 2014 - jpm.pm-research.com
Over more than 30 years of research and portfolio management, the authors developed 10
key insights that inform our investment process. These insights all stem from the realization …
key insights that inform our investment process. These insights all stem from the realization …