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The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? | Synapse

January 1, 1989

The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?

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Resumen

This presentation comes from the Improving Portfolio Performance With Quantitative Models conference held in New York on April 13, 1989.

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Cite This Study

Richard O. Michaud (Sun,) studied this question.

synapsesocial.com/papers/69d812d8a2a48916bbbeecee https://doi.org/https://doi.org/10.2469/faj.v45.n1.31

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