Robust Asset Allocation for Robo-Advisors
A 2018 article by T Bourgeron, E Lezmi, T Roncali can be found here and here.
What is the article main point
This article offers a very good in-depth of Mean Variance Optimization (MVO) math.
A 2018 article by T Bourgeron, E Lezmi, T Roncali can be found here and here.
This article offers a very good in-depth of Mean Variance Optimization (MVO) math.