PORTFOLIO MANAGEMENT - Single-Period Mean-Variance Analysis in a Changing World - A mean-variance heuristic provides almost optimum payoffs in an illustrative dynamic model.
Year of publication: |
2003
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Authors: | Markowitz, Harry M. ; Dijk, Erik L.van |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 59.2003, 2, p. 30-44
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