Economics, Econometrics and Finance
3 years ago

New investment strategy maximizes returns while minimizing risk for portfolios

1 view
SSRN Electronic Journal
Maximizing Excess Return per Unit Variance: A Novel Investment Management Objective
Paskalis Glabadanidis

Paper Summary

A new investment strategy aims to maximize returns while minimizing risks by combining two types of portfolios. By using a factor model, the strategy was tested and found to perform well compared to other common investment approaches.

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