5. Can you provide any insight into why shortfall constrained optimization performed better than mean-variance optimization in

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5. Can you provide any insight into why shortfall constrained optimization performed better than mean-variance optimization in the empirical study?

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Equity Valuation And Portfolio Management

ISBN: 9780470929919

1st Edition

Authors: Frank J. Fabozzi, Harry M. Markowitz

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Question Posted: Oct 22, 2024 08:00 AM

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5. Can you provide any insight into why shortfall constrained optimization performed better than mean-variance optimization in the empirical study?
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5. Can you provide any insight into why shortfall constrained optimization performed better than mean-variance optimization in

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Equity Valuation And Portfolio Management

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