Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
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2022-09-01
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Mynbayeva, E, Lamb, J D & Zhao, Y 2022, 'Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it', European Journal of Operational Research, vol. 301, no. 2, pp. 694-707. https://doi.org/10.1016/j.ejor.2021.11.036