notices - See details
Notices
LC
Larry Cao, CFA (not verified)
5th August 2015 | 11:43pm

Thanks for visiting our blog and leave your comments. I am also skeptical of portfolio weights driven by expected returns (alpha forecasts). Risk forecasts are generally believed to improve risk-adjusted return though. Equal-weighted portfolios miss out on that benefit. Investors may also unconsciously expose themselves to unwanted risks.

Warm regards,
Larry