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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.

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