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20 February 2020 Financial Analysts Journal Volume 76, Issue 2

“In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response

David Allen, Colin Lizieri, and Stephen Satchell

Letters to the Editor

This piece addresses “'In Defense of Portfolio Optimization: What If We Can Forecast?': A Comment".

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Publisher Information
Routledge doi.org/10.1080/0015198X.2019.1703984 ISSN/ISBN: 0015-198X