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In defense of portfolio optimization : what if we can forecast?
Allen, David; Lizieri, Colin; Satchell, Stephen - In: Financial analysts journal : FAJ 75 (2019) 3, pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
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"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.; Esch, David N.; Michaud, Robert O. - In: Financial analysts journal : FAJ 76 (2020) 2, pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
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"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David; Lizieri, Colin; Satchell, Stephen - In: Financial analysts journal : FAJ 76 (2020) 2, pp. 106-107
Persistent link: https://www.econbiz.de/10012261139