Question
A portfolio management organization analyzes 80 stocks and constructs a mean-variance efficient portfolio using only these 80 securities. Q. How many estimates of expected returns,
A portfolio management organization analyzes 80 stocks and constructs a mean-variance efficient portfolio using only these 80 securities.
Q. How many estimates of expected returns, variances and covariances are needed to optimize this portfolio using Markowitz portfolio selection?
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Modern Equity Investing Strategies
Authors: Anatoly B Schmidt
1st Edition
9811239495, 978-9811239496
