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noise, size effect, value effect
Earnings Expectation, Momentum, Portfolio Construction
Bayesian Inference, Small Cap Premium, Likelihood
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portfolio optimization, factor models, scenario models, fast algorithms, long-short investing, short selling, mean-variance efficiency, covariance matrix, diagonalizable covariance matrix, feasible portfolios, efficient frontiers, critical line algorithm, CLA
financial market simulation, synchronous simulation, asynchronous simulation, continuous-time models, discrete-time models, financial market models, dynamic models, market simulation, Jacobs-Levy-Markowitz Market Simulator, JLM Market Simulator, JLM Sim
Equity market, optimized portfolios
mean-variance portfolio theory, stock selection, robust regression
Supply and Demand, Alpha, Assets under Management, Financial Equilibrium, Institutional Investors, Robust Estimation, Inflow, Excess return
Quantitative Methods, Simulation Analysis, Portfolio Management
Advocacy, Regulatory, and Legislative Issues: Advocacy Issues, Regulatory and Legislative Activities
de Finetti, mean-variance analysis, critical line algorithm
Portfolio Management, Asset Allocation, Investment Theory, Portfolio Theory, Quantitative Tools, Mathematical Methods, Alternative Investments, Hedge Fund Strategies
Investment Theory, CAPM, APT, Other Pricing Theories, Efficient Market Theory
Resampled Frontier, Bayesian analysis, diffuse Bayes, mean-variance analysis, sampling errors, Michaud
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