Luca Ghezzi

Università Carlo Cattaneo (LIUC)

Corso Matteotti, 22

21053 Castellanza (VA)

Italy

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Scholarly Papers (1)

1.

Efficient Frontier, Lognormal Returns, and Shortfall Constraint

Number of pages: 19 Posted: 27 Jun 2015
Luca Ghezzi and Giancarlo Giudici
Università Carlo Cattaneo (LIUC) and Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale
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Abstract:

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Portfolio management, passive management, efficient frontier, lognormal returns, shortfall constraint