Advances in Quantitative Equity Portfolio Management

• 23 February 2016
• book chapter
• Published by Wiley
• p. 280-324
• https://doi.org/10.1002/9781118656747.ch11

Abstract

Keywords

• MULTIPLE CLIENT ACCOUNTS
• QUANTITATIVE EQUITY PORTFOLIO MANAGEMENT
• RISK BUDGETS
• ROBUST OPTIMIZATION TECHNIQUES
• TAX-AWARE STRATEGIES
• TRANSACTION COST