Approaching Mean-Variance Efficiency for Large Portfolios
Author:
Affiliation:
1. WISE and SOE, Xiamen University
2. Hong Kong University of Science and Technology
Funder
comprehensive numerical analysis
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/32/7/2890/28821973/hhy105.pdf
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4. Asset allocation: Combining investor views with market equilibrium;Black,;Journal of Fixed Income,1991
5. Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns;Brandt,;Review of Financial Studies,2009
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