Factor Investing Webinar
A Ang, J Bender, H de Silva… - The Journal of Portfolio …, 2023 - pm-research.com
In this webinar, Frank Fabozzi moderated a discussion with four prominent quantitative
investment professionals. The experts were asked about their approaches to factor …
investment professionals. The experts were asked about their approaches to factor …
Factor-targeted Asset Allocation: a Reverse Optimization Approach
We demonstrate that using a mean-variance portfolio to obtain implied factor risk premia can
result in stable weights for a factor portfolio when assets' expected returns follow a factor …
result in stable weights for a factor portfolio when assets' expected returns follow a factor …
[PDF][PDF] Alternative investeringer i danske pensionsselskabers porteføljer
K Samdal, C Munk - 2021 - research-api.cbs.dk
This thesis investigates how to quantify an optimal and realistic portfolio for Danish pension
funds when alternative investments are included in the portfolio. The motivation for the thesis …
funds when alternative investments are included in the portfolio. The motivation for the thesis …