Author: | Michaud, R. O. |
Title: | The Markowitz optimization enigma: Is "optimized" optimal? |
Journal: | Financial Analysts' Journal
1989 : JAN/FEB, VOL. 45:1, p. 31-42 |
Index terms: | OPTIMIZATION PORTFOLIO MANAGEMENT RETURN ON INVESTMENT |
Language: | eng |
Abstract: |
SCIMA