Bridge over ocean
1 May 1999 Financial Analysts Journal Volume 55, Issue 3

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

  1. Michael R. Granito
  2. Martin S. Fridson, CFA

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.

Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.