Enhanced optimal portfolios - A controlled integration of quantitative predictors

back to overview

Reference

Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the 2012 Auckland Finance Meeting, Auckland (New Zealand).

Publication type

Presentation at Scholarly Conference

Research

Quantitative Investment Management and Portfolio Optimisation
PhD-Thesis, March 2011 until February 2015 (finished)

Overall, the proposed dissertation project aims to contribute to academic literature by identifying research gaps in the field of quantitative investment management and answering the respective by ... more ...

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Business Administration, Banking and Financial Management

DOI

http://dx.doi.org/http://www.aut.ac.nz/study-at-aut/study-areas/business/research/conferences--and--seminars/2012-auckland-finance-meeting