Huang, Hung-Hsi; Lin, Shin-Hung; Wang, Ching-Ping; … - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 59-83
This study investigates the bias adjustment for mean–variance efficient portfolio frontiers due to population mean and variance estimation error in Taiwan stock market. Although Siegel and Woodgate (2007; Management Science, 53, 1005–1015) and Kan and Smith (2008; Management Science, 54,...
