Optimizing Managers for Active Risk by Marc Odo CFA, CAIA, CFP

Download209.24 KB
Thu, 2010-10-14

This guide will walk you through the steps and rationale for using Zephyr’s AllocationADVISOR to optimize a collection of active managers. The optimization is a variation of Markowitz’s classic concept of Mean-Variance Optimization and the efficient frontier.


Informa Investment Solutions is part of the Business Intelligence Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC’s registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.