Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Greg Faulk"'
Publikováno v:
Review of Quantitative Finance and Accounting. 13:347-366
This paper explores the ex post performance of four widely cited (and sometimes applied) normative portfolio selection models. Each is supposed to solve the same portfolio selection problem relative to the same mean-variance efficiency criteria. It h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b993b5b4e295aa886e9f10be1ec39b7
https://doi.org/10.1023/a:1008341723242
https://doi.org/10.1023/a:1008341723242
