Computing efficient frontiers using estimated parameters

Mark Broadie

doi:10.1007/bf02282040

journal article Dec 01, 1993

Computing efficient frontiers using estimated parameters

Mark Broadie

Annals of Operations Research Vol. 45 No. 1 pp. 21-58 · Springer Science and Business Media LLC

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References

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Details

Published: Dec 01, 1993
Vol/Issue: 45(1)
Pages: 21-58
License: View

Authors

M

Mark Broadie

Graduate School of Business, Columbia University, 3022 Broadway, New York, New York 10027-6902

Cite This Article

Mark Broadie (1993). Computing efficient frontiers using estimated parameters. Annals of Operations Research, 45(1), 21-58. https://doi.org/10.1007/bf02282040

Computing efficient frontiers using estimated parameters

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