Work

The Markowitz Optimization Enigma: Is Optimized Optimal?

Year: 1989

Type: article

Source: ICFA Continuing Education Series

DOI: 10.2469/cp.v1989.n4.6

Author: Richard O. Michaud

Institution: Boston 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: W4237693087

FWCI:

Cites:

Cited by: 79

Related to: 10