Some exact results for efficient portfolios with given returns-Reference-Cited by-同舟云学术

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Some exact results for efficient portfolios with given returns

Published:2003 Issue: Volume: Page:310-325
ISSN:
Container-title:Advances in Portfolio Construction and Implementation
language:
Short-container-title:

Author:

Hillier G.H.,Satchell S.E.

Publisher

Elsevier

Reference10 articles.

1. Measuring Risk and Expectations Bias in Well Diversified Portfolios;Frankfurter,1979

2. Estimation for Markovitz Efficient Portfolios;Jobson;Journal of the American Statistical Association,1980

3. Potential Performance and Tests of Portfolio Efficiency;Jobson;Journal of Financial Economics,1982

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