Question
The simplicity and the intuitive appearance of portfolio construction using the modern portfolio theory (MPT) have attracted significant attention both in academia and in practice.
The simplicity and the intuitive appearance of portfolio construction using the modern portfolio theory (MPT) have attracted significant attention both in academia and in practice. Unfortunately, in the real world there are many problems with the MPT. Critically discuss some of the typical problems encountered by practitioners in mean-variance optimization. please answer in detail
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Financial Institutions Management A Risk Management Approach
Authors: Anthony Saunders, Marcia Cornett, Otgo Erhemjamts
10th Edition
1260013820, 978-1260013825
