Work

On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results

Year: 1991

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/4.2.315

Authors: Michael J. Best, Robert R. Grauer

Institutions: University of Waterloo, Simon Fraser University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2131868098

FWCI: 4.348

Cites: 31

Cited by: 992

Related to: 10