Efficiency Principles for Active Portfolio Selection
The paper introduces a new ABL allocation model that merges subjective allocation rule and minimum tracking error to enhance portfolio performance and risk management.
Featured in No. 35 on 30 Jan 2024 ·
- Released
- 16 Sep 2022
- First featured
- No. 35 · 30 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4709083
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