1/N versus mean-variance : what if we can forecast?

David Allen, Colin Lizieri and Stephen Satchell

Year of publication:	2012
Authors:	Allen, David ; Lizieri, Colin ; Satchell, Stephen
Publisher:	Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics
Subject:	Portfolio-Management \| Portfolio selection \| Prognoseverfahren \| Forecasting model

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