Dan Porter

Quantitative Management Associates, LLC

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

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Scholarly Papers (1)

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Optimal Holdings of Active, Passive and Smart Beta Strategies

Number of pages: 29 Posted: 19 Jun 2017 Last Revised: 22 Jan 2018
Quantitative Management Associates (QMA) LLC, New York University, Quantitative Management Associates, LLC and GMO
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Abstract:

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Portfolio Management, Smart Beta, Factor Investing, Passive Index, Enhanced Index, Factor Allocation, Asset Allocation, Modern Portfolio Theory, Mean Variance, Tracking Error, Shortfall, Optimization