Exploring parsimonious principles that unify active portfolio selection (II): validation

DOI10.1080/14697688.2026.2645380MaRDI QIDQ7313621zbMATH OpenFDO

Authors Wing-Sum Cheung

Publication date 13 August 2026

Published in Quantitative Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/14697688.2026.2645380

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites work

• Common risk factors in the returns on stocks and bonds
• Fifty years of portfolio optimization
• scientific article; zbMATH DE number 3420449 (Why is no real title available?)
• Information acquisition and under-diversification
• The augmented Black-Litterman model: a ranking-free approach to factor-based portfolio construction and beyond

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