Author:
Best Michael J.,Grauer Robert R.
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. Capital Asset Pricing Compatible With Observed Market Value Weights;Best;Journal of Finance,1985
2. Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns;Best,1987
3. The Efficient Set Mathematics When Mean-Variance Problems Are Subject to General Linear Constraints;Best;Journal of Economics and Business,1990
4. On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Evidence;Best;The Review of Financial Studies,1991
5. Best, Michael J., and Grauer, Robert R. In press. “Sensitivity Analysis for Mean-Variance Portfolio Problems.” Management Science.
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21 articles.
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