上一主题:normal distribution SD question
下一主题:Did you learn a lot doing the Schweser exams?
返回列表 发帖

Quick asset allocation question

The weakness listed for the resampled efficient frontier and black-litterman is that it uses mean variance optimization. How is that a weakness? Don’t they overcome a lot of the problems of the traditional MVO?

返回列表
上一主题:normal distribution SD question
下一主题:Did you learn a lot doing the Schweser exams?