Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (a review)

Michael R. Granito and Martin S. Fridson

Financial Analysts Journal, 1999, vol. 55, issue 3, 101-102

Abstract: This useful contribution to the study of mean-variance portfolio efficiency is a readable account of the key methodologies for improving accuracy in using optimization tools, and it clarifies the optimization problem as an exercise in statistical estimation.

Date: 1999
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DOI: 10.2469/faj.v55.n3.2277

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