Professor, Department of Genetics and Genome Sciences, School of Medicine Professor, Department of Molecular Biology and Microbiology, School of Medicine Sanford (Sandy) Markowitz is the ...
Abstract: The traditional Markowitz portfolio optimization proposed in the 1950s has not been embraced by practitioners despite its theoretical elegance. Recently, an alternative risk parity portfolio ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results