OPTIMAL PORTFOLIOS: MARKOWITZ FULL COVARIANCE VERSUS SIMPLE SELECTION RULES-Reference-Cited by-同舟云学术

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OPTIMAL PORTFOLIOS: MARKOWITZ FULL COVARIANCE VERSUS SIMPLE SELECTION RULES

Published:1988-06 Issue:2 Volume:11 Page:153-163
ISSN:0270-2592
Container-title:Journal of Financial Research
language:en
Short-container-title:Journal of Financial Research

Author:

Burgess Richard C.¹,Bey Roger P.¹

Affiliation:

1. University of Tulsa

Publisher

Wiley

Subject

Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1988.tb00077.x/fullpdf

Reference16 articles.

1. “More on Estimation Risk and Simple Rules for Optimal Portfolio Selection.”;Alexander;Journal of Finance,1985

2. “Portfolio Analysis Under Uncertain Means, Variances, and Covariances.”;Barry;Journal of Finance,1974

3. “The Effects of Estimation Risk on Capital Market Equilibrium.”;Brown;Journal of Financial and Quantitative Analysis,1979

4. “Estimation Risk and Simple Rules for Optimal Portfolio Selection.”;Chen;Journal of Finance,1983

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