The Traditional Approach to Asset Allocation
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-24382-5_2
Reference19 articles.
1. Best MJ, Grauer RR (1991) On the sensitivity of mean-variance-efficient portfolios to changes in asset means: some analytical and computational results. Rev Fin Stud 4:315–342
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3. Chopra VK, Ziemba VT (1993) The effects of errors in means, variances and covariances on optimal portfolio choice. J Portfolio Manage. 19:6–11
4. DeMiguel V, Garlappi L, Uppal R (2009) Optimal versus naive diversification: how inefficient is the 1/N portfolio strategy? Rev Fin Stud 22:1915–1953
5. Drobetz W (2001) How to avoid the pitfalls in portfolio optimization? Putting the Black-Litterman approach at work. Fin Markets Portfolio Manage 15:59–75
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