In defense of optimization: The fallacy of 1/N

Financial Analysts Journal

Volumn 66, Issue 2, 2010, Pages 31-39

  Kritzman, Mark ^a   Page, Sébastien ^b   Turkington, David ^b  

^a Windham Capital Management LLC   (United States)

^b State Street Global Markets ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78349272726     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v66.n2.6     Document Type: Article

References (22)

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