Gains from Markowitz optimization : evidence from reoptimization of mutual fund holdings
Tony Elavia, S.P. Kothari, Xu Li and Haifeng You
| Year of publication: |
2022
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|---|---|
| Authors: | Elavia, Tony ; Kothari, S. P. ; Li, Xu ; You, Haifeng |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 3, p. 199-218
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| Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.319 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013175476