Markowitz versus Michaud: Portfolio optimization strategies reconsidered
Year of publication: |
2009
|
---|---|
Authors: | Becker, Franziska ; Gürtler, Marc ; Hibbeln, Martin |
Institutions: | Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig |
Subject: | portfolio selection | estimators of moments | simulation study | mean-variance optimization | resampled efficiency |
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