The Markowitz Optimization Enigma : Is 'Optimized' Optimal?
Year of publication: |
2018
|
---|---|
Authors: | Michaud, Richard O. |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Financial Analysts Journal, 1989 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1989 erstellt |
Other identifiers: | 10.2139/ssrn.2387669 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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