Concepedia

The Markowitz Optimization Enigma: Is Optimized Optimal?

Richard O. Michaud

ICFA Continuing Education Series · 1989 · 86 citations · 0 references

Concepts

Social SciencesBusiness EconomicsEconomicsDecision TheoryFinancial EconomicsOptimizationConvex OptimizationOptimal ControlOptimal StoppingOptimization In EconomicsOptimization TheoryStochastic OptimizationOptimal InvestmentOptimality CriteriaOptimality Equations