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The Reliability of Estimation Procedures in Portfolio Analysis

Published online by Cambridge University Press:  19 October 2009

J. P. Dickinson
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Extract

The Markowitz model for the efficient diversification of investments [12] has, over the years since its original formulation, provided the basis for many investigations into the question of portfolio selection. Amongst the more notable contributions to the theory are the works of Fama [6] and Mandelbrot [11], Smith [17], Latané [10], Arditti [1], and Blume [2].

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 9 , Issue 3 , June 1974 , pp. 447 - 462
Copyright
Copyright © School of Business Administration, University of Washington 1974

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References

REFERENCES

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