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"(Revised January 27, 1998)"--T.p. -- "February 1998."--Cover.
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Institutional investors usually employ mean-variance analysis to determine optimal portfolio weights. Almost immediately upon implementation, however, the portfolio€ٳ weights become sub-optimal as changes in asset prices cause the portfolio to drift away from the optimal targets. In an...
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Includes bibliographical references (p. 47-51).
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Cover title. Series from publisher's list.
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Includes bibliographical references (p. 11).
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