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Professional Insight: How To Build A Portfolio
Sun, Mar. 9 • 8 Comments
- Professional portfolio managers strategically weight their portfolios to maximize information ratio.
- Information ratio is the most important portfolio metric because it captures the essential ratio of return per unit of risk.
- Using an optimizer will allow you to find the one optimal portfolio for any given level of expected return.
- Forecasting Volatility With GARCH
- Kill Your Beta To Save Your Alpha