The Reliability of Estimation Procedures in Portfolio Analysis

J. P. Dickinson

Journal of Financial and Quantitative Analysis, 1974, vol. 9, issue 3, 447-462

Abstract: The Markowitz model for the efficient diversification of investments [12] has, over the years since its original formulation, provided the basis for many investigations into the question of portfolio selection. Amongst the more notable contributions to the theory are the works of Fama [6] and Mandelbrot [11], Smith [17], Latané [10], Arditti [1], and Blume [2].

Date: 1974
References: Add references at CitEc
Citations: View citations in EconPapers (21)

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

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:cup:jfinqa:v:9:y:1974:i:03:p:447-462_01

Access Statistics for this article

More articles in Journal of Financial and Quantitative Analysis from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().