Performance of Portfolios Optimized with Estimation Error

Management Science 2007 / 06 Vol. 53; Iss. 6

Performance of Portfolios Optimized with Estimation Error

Siegel, Andrew F., Woodgate, Artemiza
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Volume:
53
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1060.0664
Date:
June, 2007
File:
PDF, 248 KB
english, 2007
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