Portfolio selection in a goal-based setting
FJ Parker - The Journal of Wealth Management, 2016 - search.proquest.com
Using different portfolio ratios, we illustrate the deficiencies of using only modern portfolio
theory (MPT) metrics and assumptions when selecting portfolios in a goal-based setting …
theory (MPT) metrics and assumptions when selecting portfolios in a goal-based setting …
[PDF][PDF] Knowing What to Worry About: A Goals-Based Application of Fragility Detection Theory
F Parker - Journal of Wealth Management (Summer), 2017 - datascienceassn.org
The purpose of this framework is twofold. First, we aim to provide a tool for better
understanding the risks that sit within the traditional tools and techniques of portfolio …
understanding the risks that sit within the traditional tools and techniques of portfolio …
The Most Successful Theory of Economics
M Kritzman - Journal of Derivatives, 2012 - search.proquest.com
MARK KRITZMAN tephen Ross argued, in The Neuv Palgrave Dictionary of Economics, that
options pricing theory is the most successful theory in all of economics." Its success lies not …
options pricing theory is the most successful theory in all of economics." Its success lies not …