search query: @author Simaan, Y. / total: 4
references: 1-4 / 4
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1.
Estimation risk in portfolio selection:The mean variance model versus the mean absolute deviation model.
Management Science
1997 : OCT, VOL. 43:10, p. 1437-1446
 1997 Simaan, Y.
2.
Portfolio selection and asset pricing: three-parameter framework
Management Science
1993 : MAY, VOL. 39:5, p. 568-587
 1993 Simaan, Y.
3.
What is the opportunity cost of mean-variance investment strategies?
Management Science
1993 : MAY, VOL. 39:5, p. 578-587
 1993 Simaan, Y.
4.
Portfolio selection and asset pricing - three-parameter framework
Management Science
1993 : MAY, VOL. 39:5, p. 568-577
 1993 Simaan, Y.
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