Search results
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Title
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Quantitative style investing, portfolio optimization, and factor models
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Author
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Dickson Jr., Robert
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Date Created
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2015
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Description
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This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...
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Title
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Quantitative style investing, portfolio optimization, and factor models
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Author
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Dickson Jr., Robert
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Date Created
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2015
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Subjects--Topical
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Finance
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Description
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This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...
