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Richard O. Michaud · Study

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Richard O. Michaud

9 works· latest 2015· 2 institutionscluster: provisional

h-index9

i109

Citations2,422

Works here9

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Most cited in this library

The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1989 · 1,333 citations
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation.2001 · 293 citations
The Markowitz Optimization Enigma: Is 'Optimized' Optimal?2014 · 248 citations
Efficient Asset Management2008 · 215 citations
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation2008 · 86 citations

Works

9 shown

Estimation Error and Portfolio Optimization: A Resampling Solution

SSRN Electronic Journal·2015·1 author·preprint·Open access

81citations

The Markowitz Optimization Enigma: Is 'Optimized' Optimal?

SSRN Electronic Journal·2014·1 author·preprint·Open access

248citations

Efficient Asset Management

·2008·2 authors·book

215citations

Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation

University of Maribor digital library (University of Maribor)·2008·2 authors·book·Open access

86citations

Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation.

Review of Financial Studies·2001·2 authors·other

293citations

Twenty Years of International Equity Investing

The Journal of Portfolio Management·1996·4 authors·Open access

48citations

Are Long-Short Equity Strategies Superior?

Financial Analysts Journal·1993·1 author·Open access

39citations

The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?

Financial Analysts Journal·1989·1 author

1,333citations

The Markowitz Optimization Enigma: Is Optimized Optimal?

ICFA Continuing Education Series·1989·1 author

79citations