Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference13 articles.
1. M. Best and R. Grauer, On the sensitivity of mean-variance efficient portfolios to changes in asset means: Some analytical and computational results, Rev. Fin. Stud. 4 (1991) 315.
2. V.K. Chopra, Mean-variance revisited: Near-optimal portfolios and sensitivity to input variations, J. Investing (1993), to appear.
3. V.K. Chopra, C.R. Hensel and A.L. Turner, Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s, Manag. Sci. (1993), to appear.
4. V.K. Chopra and W.T. Ziemba, The effect of errors in means, variances, and covariances on optimal portfolio choice, J. Portfolio Manag. (Winter 1993) 6.
5. E.J. Elton and M.J. Gruber,Modern Portfolio Theory and Investment Analysis, 4th ed. (Wiley, New York 1991).
Cited by
214 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献