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Enhanced optimal portfolios - A controlled integration of quantitative predictors

Reference

Kaiser, L. (2013). Enhanced optimal portfolios - A controlled integration of quantitative predictors. Presented at the Quantitiative & Asset Management Workshop 2013, Venice (Italy).

Publication Type

Presentation at Scholarly Conference

Staff Members

Employee
Prof. em. Dr. Marco J. Menichetti
Professor Emeritus - Liechtenstein Business School
Employee
Dr. Lars Kaiser
Employee
Dr. Aron Veress MSc

Participating Institutions

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

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