Work

The Markowitz Optimization Enigma: Is 'Optimized' Optimal?

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2387669

Author: Richard O. Michaud

Institution: New Frontier Advisors LLC (United States)

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2095533672

Cites:

Cited by: 248

Related to: 10