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Shortcomings of Mean‐Variance Analysis

Authors :
Frank J. Fabozzi
Woo Chang Kim
Jang Ho Kim
Source :
Robust Equity Portfolio Management + Website: Formulations, Implementations, and Properties Using MATLAB
Publication Year :
2015
Publisher :
Wiley, 2015.

Subjects

Subjects :
Statistics
Mean variance
Mathematics

Details

Database :
OpenAIRE
Journal :
Robust Equity Portfolio Management + Website
Accession number :
edsair.doi...........41ec1e0288615ea0e669f0f0b8e0771c
Full Text :
https://doi.org/10.1002/9781118797358.ch3
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