To the person who asked the currency weights question last night. I lost your email but I just looked at that book you referred to. It looks like a very nice book but, at a glance, the use of the word "intro" in the title could be deceiving. if you want a somewhat gentler introduction into the ideas behind portfolio optimization/theory you can look at A) "Active Portfolio Management" by Grinold and Kahn. B) Any investment text such as "Investments" by William Sharpe. C) Jacobs and Levy have a website with some decent intro papers on portfolio optimization.
currency weights question
1 message · Mark Leeds