A Note on the Analytics and Geometry of Limiting Mean - Variance Investment Opportunity Sets

Review of Quantitative Finance and Accounting

Volumn 9, Issue 3, 1997, Pages 289-300

  Korkie, B O B ^a   Turtle, Harry J ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Convergence; Equity premium; Estimation; Investment opportunity sets; Markowitz

Indexed keywords

EID: 0005905285     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008235701596     Document Type: Article

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