Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time Horizons

Sarah J. Campbell; James Chong; William P. Jennings; G. Michael Phillips

doi:10.3905/jwm.2018.1.064

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Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time Horizons

Sarah J. Campbell, James Chong, William P. Jennings and G. Michael Phillips

The Journal of Wealth Management Fall 2018, jwm.2018.1.064; DOI: https://doi.org/10.3905/jwm.2018.1.064

Sarah J. Campbell

is a senior software engineer and algorithm specialist at MacroRisk Analytics in Pasadena, CA. scampbell@macrorisk.com

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James Chong

is a professor at California State University, Northridge, in Los Angeles, CA, and a research economist at MacroRisk Analytics in Pasadena, CA. jchong@macrorisk.com

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William P. Jennings

is professor emeritus at California State University, Northridge, in Los Angeles, CA, and chief investment strategist at MacroRisk Analytics in Pasadena, CA. wjennings@macrorisk.com

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G. Michael Phillips

is a professor at California State University, Northridge, in Los Angeles, CA, and chief scientist at MacroRisk Analytics in Pasadena, CA. mphillips@macrorisk.com

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The Journal of Wealth Management

Vol. 21, Issue 4

Spring 2019

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Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time Horizons

Sarah J. Campbell, James Chong, William P. Jennings, G. Michael Phillips

The Journal of Wealth Management Jul 2018, jwm.2018.1.064; DOI: 10.3905/jwm.2018.1.064