The latest edition of the Financial Analysts Journal (FAJ) has an article called “In Defence of Portfolio Optimization”. In it, the authors challenge the notion that traditional mean-variance optimization is inferior to simpler approaches like the equal-weighted portfolio. Most notably,
Share this post
Why why why was this article written?
Share this post
The latest edition of the Financial Analysts Journal (FAJ) has an article called “In Defence of Portfolio Optimization”. In it, the authors challenge the notion that traditional mean-variance optimization is inferior to simpler approaches like the equal-weighted portfolio. Most notably,