a. What approach is generally used to determine the critical inputs used in the Markowitz model? b.
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a. What approach is generally used to determine the critical inputs used in the Markowitz model?
b. What are some problems with this approach?
c. How can robust portfolio optimization be used in portfolio construction?
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Portfolio Optimization in Markowitz Model and Robust Optimization a Determining Critical Inputs in Markowitz Model The Markowitz modelalso known as Me...View the full answer
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Related Book For
The Theory And Practice Of Investment Management
ISBN: 9780470929902
2nd Edition
Authors: Frank J Fabozzi, Harry M Markowitz
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