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From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves
Lei Liu
portfolio managementResource overview

From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves

Paper2026

by Lei Liu

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portfolio management

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Suggested foundations for portfolio construction. Specialist prerequisites vary by paper.

Before you read

  1. Eigenvalues and Covariance Matrices

    Understand the covariance structure of portfolio risk.

  2. Constrained and Convex Optimisation

    Read objectives, constraints and optimality conditions.

Go further

  1. Mean-Variance Optimisation

    Construct allocations and examine sensitivity to estimated inputs.

  2. Portfolio Constraints

    Turn mathematical weights into feasible portfolio decisions.

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