search query: @author Phillips, H. E. / total: 4
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| Author: | Frankfurter, G. M. Phillips, H. E. Faulk, G. |
| Title: | The ex post performance of four portfolio selection algorithms |
| Journal: | Review of Quantitative Finance and Accounting
1999 : DEC, VOL. 13:4, p. 347-366 |
| Index terms: | Optimization Portfolio investment Performance appraisal Models |
| Language: | eng |
| Abstract: | This paper explores the ex post performance of four widely cited and sometimes applied normative portfolio selection models. |
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