"Why estimation alone causes Markowitz portfolio selection to fail and what ..."

Elmira Mynbayeva, John D. Lamb, Yuan Zhao (2022)

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DOI: 10.1016/J.EJOR.2021.11.036

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/eor/MynbayevaLZ22
Elmira Mynbayeva, John D. Lamb, Yuan Zhao:
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it. Eur. J. Oper. Res. 301(2): 694-707 (2022)

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