Professor Tarrazo Publishes Research on Minimizing Risk in Selecting Financial Portfolios

Image

Professor Manuel Tarrazo's article "Minimum-variance versus tangent portfolios – A note" appears in the Journal of Asset Management, a journal known for its strong editorial board. This paper responds to prior research that identifies issues with the textbook approach for selecting financial portfolios, and provides insights into gaining maximum benefits with the lowest possible risk.

Read the full article in Journal of Asset Management