Markowitz versus Michaud : portfolio optimization strategies reconsidered

Franziska Becker, Marc Gürtler and Martin Hibbeln

Year of publication:	2015
Authors:	Becker, Franziska ; Gürtler, Marc ; Hibbeln, Martin
Published in:	The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 4/6, p. 269-291
Subject:	portfolio selection \| estimators of moments \| simulation study \| capital market study \| mean–variance optimization \| resampled efficiency \| Portfolio-Management \| Portfolio selection \| Simulation \| Finanzmarkt \| Financial market \| Schätztheorie \| Estimation theory \| Mathematische Optimierung \| Mathematical programming

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