Question
7. Your interviewer is a seasoned PM. During the interview, he/she asked, We are not using textbook Markowitz MVO in our portfolio, so our portfolio
7. Your interviewer is a seasoned PM. During the interview, he/she asked, We are not using textbook Markowitz MVO in our portfolio, so our portfolio will not be on the textbook efficient frontier. Why are we so dumb to leave money on the table? What will be your answer?
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Hedge Fund Risk Fundamentals
Authors: Richard Horwitz
1st Edition
8130911248, 978-8130911243
