Rong Xu

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

SCHOLARLY PAPERS

1

DOWNLOADS

649

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

The Effects of Risk Aversion on Optimization, February 2010

MSCI Barra Research Paper No. 2010-06
Number of pages: 28 Posted: 07 May 2010
Scott Liu and Rong Xu
MSCI Inc. and MSCI Inc.
Downloads 649 (43,767)
Citation 2

Abstract:

Loading...

risk, aversion, portfolio optimization, parameters, Barra Optimizer risk levels, tools, portfolio managers, investment