| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5090045 | Journal of Banking & Finance | 2012 | 8 Pages |
Abstract
⺠We model a portfolio optimization methodology with equilibrium, and views and resampling. ⺠Methodology produces stable and diversified portfolios, and is theoretically grounded. ⺠Methodology is tested in a comprehensive sample of fixed income and equity indices. ⺠Methodology outperformed traditional approaches in 3 performance dimensions.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
José Luiz Barros Fernandes, José Renato Haas Ornelas, Oscar Augusto MartÃnez Cusicanqui,