New paradigm for structuring portfolios to improve the risk and return projection
Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but...
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| Format: | Theses and Dissertations |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/3987 |
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| Institution: | Nanyang Technological University |
| Summary: | Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but are reflected in practical. |
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