Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors

Reference

Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced Mean-Variance Portfolios: A Controlled Integration of Quantitative Predictors. Presented at the Research Seminar at City University Hong Kong, Hong Kong.

Publication Type

Presentation at Scholarly Conference

Staff Members

Prof. em. Dr. Marco J. Menichetti

Professor Emeritus - Liechtenstein Business School

Dr. Lars Kaiser

Dr. Aron Veress MSc

Participating Institutions

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

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