@article {Kusiak1, author = {Steven Kusiak}, editor = {Goyal, Gauri}, title = {Practical Applications of Carrier Portfolios}, volume = {2}, number = {1}, pages = {1--3}, year = {2014}, doi = {10.3905/pa.2014.2.1.066}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Carrier Portfolios Steven Kusiak Institutional investors have long been challenged by the process of building portfolios to mirror the performance of a benchmark index, particularly when illiquid assets or large amounts of assets are involved. This research presents a method that is simple, linear and filter-based. In a practical example, it achieves lower tracking error than commonly used models.In Carrier Portfolios , published the Fall 2013 issue of The Journal of Portfolio Management , Steve Kusiak, demonstrates an alternative to the traditional mean-variance optimization methods of using covariance matrices or regression-based models. The author is a Senior Research Analyst at Russell Investments in New York.TOPICS: Portfolio construction, passive strategies, real assets/alternative investments/private equity}, issn = {2329-0196}, URL = {https://pa.pm-research.com/content/2/1/1.16}, eprint = {https://pa.pm-research.com/content/2/1/1.16.full.pdf}, journal = {Practical Applications} }