Guerard, John; Thomakos, Dimitrios D.; Kyriazi, Foteini; … - 2023
In 1992, John Mulvey co-edited a Special Issue, entitled “Financial Engineering”, in the Annals of Operations Research. In that issue, Guerard, Takano, and Yamane (1992) reported mean-variance efficient portfolios for the Japanese and U.S. equity markets and showed that the use of a...
