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On Expert Use in Portfolio Management
manager 1 < i < n, so that y~.wl = 1 by definition. Care should be i= l exerted to distinguish wi from ... Investment S t ra tegy Suppose that an investor had direct access to the experts' private signals Y,, = Yi ...- Authors: Michel Gendron, Christian Genest
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments