Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies

Journal of Financial Economics

Volumn 99, Issue 1, 2011, Pages 204-215

  Tu, Jun ^a   Zhou, Guofu ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Mean variance analysis; Parameter uncertainty; Portfolio choice

Indexed keywords

EID: 78149500862     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.08.013     Document Type: Article

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