Improving Optimization
- 31 August 1993
- journal article
- Published by With Intelligence LLC in The Journal of Investing
- Vol. 2 (3) , 51-59
- https://doi.org/10.3905/joi.2.3.51
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- The effect of estimation risk on optimal portfolio choicePublished by Elsevier ,2002
- On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational ResultsThe Review of Financial Studies, 1991
- For better performanceThe Journal of Portfolio Management, 1988
- An Empirical Bayes Approach to Efficient Portfolio SelectionJournal of Financial and Quantitative Analysis, 1986
- The Behavior of Stock Returns: Is it Stationary of Evolutionary?Journal of Financial and Quantitative Analysis, 1984
- Data Analysis Using Stein's Estimator and its GeneralizationsJournal of the American Statistical Association, 1975