International Evidence on Real Estate as a Portfolio Diversifier

The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

Vijay K. Chopra, William T. Ziemba · The Journal of Portfolio Management · 1993 · 1.2K citations

Business, Economics, Finance +17

Bayes-Stein Estimation for Portfolio Analysis

Philippe Jorion · Journal of Financial and Quantitative Analysis · 1986 · 1K citations

Natural Sciences, Finance, Mathematics +13

International Portfolio Diversification with Estimation Risk

Philippe Jorion · The Journal of Business · 1985 · 698 citations

Business, Economics, Finance +17

Estimating Market Values from Appraised Values without Assuming an Efficient Market

David Geltner · Journal of Real Estate Research · 1993 · 438 citations

Business, Business Economics, Economics +13

For better performance

Peter A. Frost, James Savarino · The Journal of Portfolio Management · 1988 · 317 citations