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Engineering Portfolios: A Unified Approach

Year: 1994

Type: preprint

Abstract: Many traditional equity managers focus on particular subsets of the investment universe – value or growth stocks, for example – and structure their portfolios from pre-selected groups. A different approach is argued here, one that takes advantage of the widest possible equity universe and the largest number of pertinent variables, while recognizing systematic differences in stock price behavior across different types of stock and over time.

Source: SSRN Electronic Journal

Authors: Bruce I. Jacobs, Kenneth N. Levy

Institutions: Prudential Financial (United States), University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3126121195

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