Gains from Markowitz optimization : evidence from reoptimization of mutual fund holdings
Year of publication: |
2022
|
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Authors: | Elavia, Tony ; Kothari, S. P. ; Li, Xu ; You, Haifeng |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 3, p. 199-218
|
Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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