Mean-variance optimization, which relies on standard deviation, is often unsuitable for alternative investments because these assets frequently suffer from infrequent valuation, erratic correlations, and extended lock-up periods.

Authors

• Person: Not available Organization: AnalystPrep
  Risk Factors, Expected Returns, and Investment Instruments

Sources

• Risk Factors, Expected Returns, and Investment Instruments analystprep.com AnalystPrep via serper

Referenced by nodes (3)

• mean-variance optimization concept
• alternative investments concept
• Standard deviation concept