Book contents
- Frontmatter
- Contents
- List of contributors
- Foreword
- Preface
- Acknowledgments
- Part I General overview
- 1 Some financial optimization models: I Risk management
- 2 Some financial optimization models: II Financial engineering
- 3 New “financial market equilibrium” results: implications for practical financial optimization
- 4 Empirical tests of biases in equity portfolio optimization
- Part II Models
- Part III Methodologies
- Index
4 - Empirical tests of biases in equity portfolio optimization
What do ex-ante mean-variance optimal portfolios look like ex-post?
Published online by Cambridge University Press: 09 February 2010
- Frontmatter
- Contents
- List of contributors
- Foreword
- Preface
- Acknowledgments
- Part I General overview
- 1 Some financial optimization models: I Risk management
- 2 Some financial optimization models: II Financial engineering
- 3 New “financial market equilibrium” results: implications for practical financial optimization
- 4 Empirical tests of biases in equity portfolio optimization
- Part II Models
- Part III Methodologies
- Index
Summary
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- Type
- Chapter
- Information
- Financial Optimization , pp. 80 - 98Publisher: Cambridge University PressPrint publication year: 1993
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