The Reliability of Estimation Procedures in Portfolio Analysis

Abstract

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].

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 52 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.