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How can random portfolios be used?

April 26, 2017portfolios Used

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How can random portfolios be used?

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There are a number of uses. Some common ones are: investment performance measurement testing trading strategies validating risk models evaluating the effect of portfolio constraints Examples of these four applications can be found in the Portfolio Probe User’s Manual. There are numerous additional known uses for random portfolios, and surely a lot of uses that have yet to be thought of.