Regime shifts in mean-variance efficient frontiers: Some international evidence
نویسندگان
چکیده
منابع مشابه
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation
This paper is about dotted representations of efficient frontiers. Dotted representations, as in portfolio selection, can often be the most practical way of communicating an efficient frontier. The most popular method is to minimize variance subject to fixed levels of expected ∗Corresponding author [email protected]
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ژورنال
عنوان ژورنال: Journal of Asset Management
سال: 2011
ISSN: 1470-8272,1479-179X
DOI: 10.1057/jam.2011.27