Geometric Insights on Portfolio Construction
The article argues that the equally weighted portfolio is usually less preferable than the mean-variance portfolio, based on the influence of the covariance matrix's condition number on the αweight angle in portfolio optimizations.
Featured in No. 57 on 17 Jul 2024 · 2 days after release
- Released
- 15 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4894874
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