权威机构深度研究报告：风险回避系数对最优化的影响


**New! Research Insight --The Effects of Risk Aversion on Optimization, February 2010 **


Synopsis: In this paper, we examine the influences of risk aversion on various aspects of portfolio optimization.  Our main message is that the risk aversion parameters in the Barra Optimizer provide users with the flexibility to control or adjust the risk levels of their optimal portfolios.  They are valuable tools for portfolio managers to explore and customize their portfolio optimization results and investment processes.   

Regional Focus: All regions.

Client Type:  Quant Fund Manager, …

Asset Class: Equities, Fixed Income, Multi-Asset Class

Topic: Portfolio Construction and Optimization