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Tekijä: | Frankfurter, G. M. Phillips, H. E. Faulk, G. |
Otsikko: | The ex post performance of four portfolio selection algorithms |
Lehti: | Review of Quantitative Finance and Accounting
1999 : DEC, VOL. 13:4, p. 347-366 |
Asiasana: | Optimization Portfolio investment Performance appraisal Models |
Kieli: | eng |
Tiivistelmä: | This paper explores the ex post performance of four widely cited and sometimes applied normative portfolio selection models. |
SCIMA