"Quadratic Optimization or Programming • Advantages: Historical Information on price changes and correlation between securities are input into a computer that determines the composition of a portfolio that will minimize tracking error with the benchmark. • Disadvantages: Based on historical data which will lead to failure to track the index. Source: http://in.docsity.com/en-docs/Equity_Portfolio_Management_Strategies_-_Security_Analysis_and_Portfolio_Management_-_Solved_Quiz_"
Add a comment
to see other 0 answers