Exact Properties of Measures of Optimal Investment for Institutional Investors
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References listed on IDEAS
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" When Will Mean-Variance Efficient Portfolios Be Well Diversified?,"
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More about this item
Keywordsalpha; tracking error; mean-variance; Monte-Carlo;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-04 (All new papers)
- NEP-CFN-2005-10-04 (Corporate Finance)
- NEP-CMP-2005-10-04 (Computational Economics)
- NEP-FIN-2005-10-04 (Finance)
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