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Normal asset allocations and their statistical properties
Ghezzi, Luca
- In:
International Journal of Financial Studies : open …
12
(
2024
)
3
,
pp. 1-14
finds that each
efficient
asset
allocation
has the lowest possible standard deviation as well as the highest possible …
Persistent link: https://www.econbiz.de/10015101676
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2
Tax-cognizant portfolio analysis : a methodology for maximizing after-tax wealth
Blay, Kenneth A.
;
Markowitz, Harry
- In:
Journal of investment management : JOIM
14
(
2016
)
1
,
pp. 26-64
Persistent link: https://www.econbiz.de/10011691127
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