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02_17_2020.txt
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28 lines (23 loc) · 1.34 KB
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Features:
Bug Fixes/Re-organization:
- Portfolio Construction Constraint Limit Turnover Term Issuer Sell (1, 2, 3)
- Portfolio Construction Constraint Limit Turnover Term Issuer Short (4, 5, 6)
- Portfolio Construction Core Account (7, 8, 9)
- Portfolio Construction Core Asset (10, 11, 12)
- Portfolio Construction Core Block (13, 14, 15)
- Portfolio Construction Core Factor (16, 17, 18)
- Portfolio Construction Core Local Universe (19, 20, 21)
- Portfolio Construction Core Tax Accounting Scheme (22, 23, 24)
- Portfolio Construction Cost Transaction Charge (25, 26, 27)
- Portfolio Construction Cost Transaction Charge Fixed (28, 29, 30)
- Portfolio Construction Cost Transaction Charge Goldman Sachs Shortfall (31, 32, 33)
- Portfolio Construction Cost Transaction Charge Linear (34, 35, 36)
- Portfolio Construction Cost Transaction Charge Market Impact (37, 38, 39)
- Portfolio Construction MPT Asset Security Characteristic Line (40, 41, 42)
- Portfolio Construction MPT Capital Allocation Line (43, 44, 45)
- Portfolio Construction MPT Markovitz Bullet (46, 47, 48)
- Portfolio Construction Risk Alpha Uncertainty Group (49, 50, 51)
- Portfolio Construction Risk Asset Covariance (52, 53, 54)
- Portfolio Construction Risk Asset Covariance Dense (55, 56, 57)
- Portfolio Construction Risk Asset Covariance Factor (58, 59, 60)
Samples: