---
title: Efficiency Principles for Active Portfolio Selection
url: https://www.ml-quant.com/papers/ssrn/4709083/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4709083
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709083
featured: 2024-01-30
citations: unknown
topic: Portfolio & Allocation
---


# Efficiency Principles for Active Portfolio Selection

The paper introduces a new ABL allocation model that merges subjective allocation rule and minimum tracking error to enhance portfolio performance and risk management.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709083
- Identifier: SSRN 4709083
- Released: 2022-09-16
- First featured: Quant Letter No. 35 (2024-01-30): https://www.ml-quant.com/issues/2024-01-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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