Multiple-Benchmark and Multiple-Portfolio Optimization

Financial Analysts Journal

Volumn 55, Issue 1, 1999, Pages 63-68

  Wang, Ming Yee ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344235479     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v55.n1.2242     Document Type: Review

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. Michaud, Richard O.1998. Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. Cambridge, MA: Harvard Business School Press.
3. Ross, Richard. 1992. "A Mean-Variance Analysis of Tracking Error." Journal of Portfolio Management, vol. 18, no. 4 (Summer):13-22.
4. Zhang, Linda H. 1998. "Global Asset Allocation with Multirisk Considerations." Journal of Investing, vol. 7, no. 3 (Fall):7-14.