Lee, Shawin; Chang, Kuo-Ping - In: Management Science 41 (1995) 7, pp. 1151-1157
This paper applies Talpaz, Harpaz, and Penson's (THP) (Talpaz, H., A. Harpaz, J. B. Penson, Jr. 1983. Risk and spectral instability in portfolio analysis. Eur. J. Oper. Res. 14 262--269.) mean-variance-instability portfolio selection model to eight selected Taiwan stocks during 1980--89 to...
