"In defense of portfolio optimization: what if we can forecast?": a comment
Richard O. Michaud, David N. Esch, and Robert O. Michaud
| Year of publication: |
2020
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|---|---|
| Authors: | Michaud, Richard O. ; Esch, David N. ; Michaud, Robert O. |
| Other Persons: | Allen, David (contributor) ; Lizieri, Colin (contributor) ; Satchell, Stephen (contributor) |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 76.2020, 2, p. 104-105
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| Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory |
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