Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds We present a framework for inverse optimization in a Markowitz portfolio model that is extended to include a third criterion. The third criterion causes th... S Utz,M Wimmer,M Hirschberger,... - 《...
The fees associated with these investments are for investment firms, portfolio or fund managers, and advisers. Some ETFs charge their clients exorbitant fees, while others incur modest costs. ETF fees include expense ratios, management fees, or commissions.8 ...
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They find that a well-constructed, genuinely style-neutral core portfolio will likely generate higher long-term risk-adjusted performance in the U.S. than comparable growth and value portfolios. Internationally, the results are not as clear. Although international style-based portfolios outperformed ...