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The Markowitz Optimization Enigma: Is Optimized Optimal?
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The Markowitz Optimization Enigma: Is Optimized Optimal? (1989)The Markowitz Optimization Enigma: Is Opt…Doubly Regularized Portfolio with Risk Minimization (2014)Doubly Regularized Portfolio …Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk (2012)Performance Analysis and Opti…Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns (2004)Parametric Portfolio Policies…Asset Pricing Models: Implications for Expected Returns and Portfolio Selection (1999)Asset Pricing Models: Implica…Portfolio Selection (1952)Empirical properties of asset returns: stylized facts and statistical issues (2001)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)A Robust Statistics Approach to Minimum Variance Portfolio Optimization (2015)An Intertemporal Capital Asset Pricing Model (1973)Permanent and Temporary Components of Stock Prices (1988)Business conditions and expected returns on stocks and bonds (1989)Portfolio selection: does corporate governance matter? (2012)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)PORTFOLIO SELECTION* (1952)Mutual Fund Performance (1966)The Cross-Section of Expected Stock Returns (1992)
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  • 2012Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk57 cited
  • 2014Doubly Regularized Portfolio with Risk Minimization47 cited
  • 2004Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns31 cited
  • 1999Asset Pricing Models: Implications for Expected Returns and Portfolio Selection24 cited

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