True Markowitz or assumptions we break and why it matters
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DOI: 10.1016/j.rfe.2012.06.003
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References listed on IDEAS
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- Karagiannidis, Iordanis & Sykes Wilford, D., 2015. "Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets," Review of Financial Economics, Elsevier, vol. 25(C), pages 19-26.
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- Iordanis Karagiannidis & D. Sykes Wilford, 2015. "Modeling fund and portfolio risk: A bi‐modal approach to analyzing risk in turbulent markets," Review of Financial Economics, John Wiley & Sons, vol. 25(1), pages 19-26, April.
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Keywords
Asset allocation; Markowitz optimization; Markowitz; Fund management; Portfolios; Risk management;All these keywords.
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