Well Diversified Efficient Portfolios
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References listed on IDEAS
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Green, Richard C & Hollifield, Burton, 1992.
"When Will Mean-Variance Efficient Portfolios Be Well Diversified?,"
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- Michael J. Best & Robert R. Grauer, 1991. "Sensitivity Analysis for Mean-Variance Portfolio Problems," Management Science, INFORMS, vol. 37(8), pages 980-989, August.
- Merton, Robert C., 1972. "An Analytic Derivation of the Efficient Portfolio Frontier," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(4), pages 1851-1872, September.
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