Matches in SemOpenAlex for { <https://semopenalex.org/work/W2919789534> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2919789534 abstract "<h3>Practical Applications Summary</h3> In <b>Portfolio Optimization Strategy for Concentrated Portfolios: <i>Models and Time Horizons</i></b>, from the Fall 2018 issue of <b><i>The Journal of Wealth Management</i></b>, authors <b>Sarah Campbell</b>, <b>James Chong</b>, <b>William Jennings</b>, and <b>G. Michael Phillips</b> (all of <b>MacroRisk Analytics</b>) examine the relative merits of portfolio-construction approaches for concentrated, or high-conviction, (i.e., 15 or fewer holdings) portfolios. The authors’ study in part stems from the debate over the efficacy of an optimization approach to portfolio construction compared with an equally weighted (or “naïve”) approach. The authors’ intention is to help guide wealth managers in choosing a portfolio-optimization method best suited to their investment priorities (e.g., maximizing returns, minimizing risk, balancing risk and returns). The authors apply a Monte Carlo simulation to generate 18,000 buylists of stocks. From each buylist, the simulation derives an optimized portfolio and two equally weighted portfolios: one of stocks selected through optimization (a “hybrid” portfolio) and the other of randomly selected stocks (a “benchmark” portfolio). The study calculates each portfolio’s forward average yearly returns, annual standard deviations, and forward risk–return ratios for several different time frames, and then compares relative performance. The authors emphasize the importance of choosing the suitable portfolio-construction approach: one aligned with the number of holdings in a portfolio and investment horizon or one that best performs under the distinct circumstances faced by the wealth manager. <b>TOPICS:</b>Portfolio construction, analysis of individual factors/risk premia, tail risks, performance measurement" @default.
- W2919789534 created "2019-03-11" @default.
- W2919789534 date "2019-02-01" @default.
- W2919789534 modified "2023-09-26" @default.
- W2919789534 title "Practical Applications of Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time Horizons" @default.
- W2919789534 cites W3125435015 @default.
- W2919789534 doi "https://doi.org/10.3905/pa.6.3.312" @default.
- W2919789534 hasPublicationYear "2019" @default.
- W2919789534 type Work @default.
- W2919789534 sameAs 2919789534 @default.
- W2919789534 citedByCount "0" @default.
- W2919789534 crossrefType "journal-article" @default.
- W2919789534 hasConcept C103144560 @default.
- W2919789534 hasConcept C106159729 @default.
- W2919789534 hasConcept C13280743 @default.
- W2919789534 hasConcept C149782125 @default.
- W2919789534 hasConcept C15952604 @default.
- W2919789534 hasConcept C162118730 @default.
- W2919789534 hasConcept C162324750 @default.
- W2919789534 hasConcept C175444787 @default.
- W2919789534 hasConcept C181622380 @default.
- W2919789534 hasConcept C185798385 @default.
- W2919789534 hasConcept C187736073 @default.
- W2919789534 hasConcept C202655437 @default.
- W2919789534 hasConcept C205649164 @default.
- W2919789534 hasConcept C21099588 @default.
- W2919789534 hasConcept C2780821815 @default.
- W2919789534 hasConcept C30755413 @default.
- W2919789534 hasConcept C41008148 @default.
- W2919789534 hasConcept C67051015 @default.
- W2919789534 hasConcept C74510933 @default.
- W2919789534 hasConcept C9725762 @default.
- W2919789534 hasConceptScore W2919789534C103144560 @default.
- W2919789534 hasConceptScore W2919789534C106159729 @default.
- W2919789534 hasConceptScore W2919789534C13280743 @default.
- W2919789534 hasConceptScore W2919789534C149782125 @default.
- W2919789534 hasConceptScore W2919789534C15952604 @default.
- W2919789534 hasConceptScore W2919789534C162118730 @default.
- W2919789534 hasConceptScore W2919789534C162324750 @default.
- W2919789534 hasConceptScore W2919789534C175444787 @default.
- W2919789534 hasConceptScore W2919789534C181622380 @default.
- W2919789534 hasConceptScore W2919789534C185798385 @default.
- W2919789534 hasConceptScore W2919789534C187736073 @default.
- W2919789534 hasConceptScore W2919789534C202655437 @default.
- W2919789534 hasConceptScore W2919789534C205649164 @default.
- W2919789534 hasConceptScore W2919789534C21099588 @default.
- W2919789534 hasConceptScore W2919789534C2780821815 @default.
- W2919789534 hasConceptScore W2919789534C30755413 @default.
- W2919789534 hasConceptScore W2919789534C41008148 @default.
- W2919789534 hasConceptScore W2919789534C67051015 @default.
- W2919789534 hasConceptScore W2919789534C74510933 @default.
- W2919789534 hasConceptScore W2919789534C9725762 @default.
- W2919789534 hasLocation W29197895341 @default.
- W2919789534 hasOpenAccess W2919789534 @default.
- W2919789534 hasPrimaryLocation W29197895341 @default.
- W2919789534 hasRelatedWork W1967623871 @default.
- W2919789534 hasRelatedWork W2296997888 @default.
- W2919789534 hasRelatedWork W2362234651 @default.
- W2919789534 hasRelatedWork W2414667914 @default.
- W2919789534 hasRelatedWork W27134905 @default.
- W2919789534 hasRelatedWork W3157600272 @default.
- W2919789534 hasRelatedWork W3199983070 @default.
- W2919789534 hasRelatedWork W3209356764 @default.
- W2919789534 hasRelatedWork W4304815526 @default.
- W2919789534 hasRelatedWork W4362727839 @default.
- W2919789534 isParatext "false" @default.
- W2919789534 isRetracted "false" @default.
- W2919789534 magId "2919789534" @default.
- W2919789534 workType "article" @default.