Question
How would you Optimize your portfolio based on maximizing: Jensen alpha, maximize Diversification ratio, maximize Sortino Ratio, and report your results. (Constraint: No shorting or
How would you Optimize your portfolio based on maximizing: Jensen alpha, maximize Diversification ratio, maximize Sortino Ratio, and report your results. (Constraint: No shorting or buy on margin)
IN EXCEL. Do you change the weights?
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Contemporary Financial Management
Authors: James R Mcguigan, R Charles Moyer, William J Kretlow
10th Edition
978-0324289114, 0324289111
