Expected surplus growth compared with mean-variance optimization
Year of publication: |
2021
|
---|---|
Authors: | Wilcox, Jarrod ; Satchell, Stephen |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 4, multi-asset special issue, p. 145-159
|
Subject: | Quantitative methods | statistical methods | portfolio theory | portfolio construction | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Methode | Statistical method |
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