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Risk discriminating portfolio optimization |
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| Authors: | Amit Deshpande Brian Ertley Stephen Satchell |
| Affiliation: | 1. Independent Scholar;2. Charles Schwab Investment Management , 215 Fremont Street, San Francisco, CA 94105-2318, USA;3. Discipline of Finance, University of Sydney , H69—Codrington Building, Sydney, New South Wales 2006, Australia |
| Abstract: | Risk discriminating portfolio optimization provides a risk-related path to performance optimization |
| Keywords: | |