MEAN‐VARIANCE OPTIMAL PORTFOLIO MODELS AND THE INAPPROPRIATENESS OF THE ASSUMPTION OF A TIME‐STABLE VARIANCE‐COVARIANCE MATRIX

Bluford H. Putnam and Jose Mario Quintana

Review of Financial Economics, 1991, vol. 1, issue 1, 1-22

Date: 1991
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/j.1873-5924.1991.tb00538.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:revfec:v:1:y:1991:i:1:p:1-22

Access Statistics for this article

More articles in Review of Financial Economics from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().