Optimal Portfolios in Good Times and Bad

Financial Analysts Journal

Volumn 55, Issue 3, 1999, Pages 65-73

  Chow, George ^a   Jacquier, Eric ^b   Kritzman, Mark ^a   Lowry, Kenneth ^c  

^a Windham Capital Management LLC   (United States)

^b BOSTON COLLEGE   (United States)

^c State Street Bank and Trust Company ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0007331828     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v55.n3.2273     Document Type: Article

References (4)

1. Chow, George. 1995. "Portfolio Selection Based on Return, Risk, and Relative Performance." Financial Analysts Journal, vol. 51, no. 2 (March/April):54-60.
2. Markowitz, Harry. 1952. "Portfolio Selection." Journal of Finance, vol. 7, no. 1 (March):77-91.
3. Michaud, Richard. 1998. Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. Cambridge, MA: Harvard Business School Press.
4. Siconolfi, Michael, Anita Raghavan, and Mitchell Pacelle. 1998. "All Bets Are Off: How the Salesmanship and Brainpower Failed at Long-Term Capital." Wall Street Journal (November 16):A1, A18-A19.