What are the difficulties of implementing the Markowitz mean-variance framework in constructing portfolios?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:46 AM

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What are the difficulties of implementing the Markowitz mean-variance framework in constructing portfolios?

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The implementation for constructing portfolios requires the estimation of the inputs mean variance and covariance for all of the securities that are c...View the full answer

Bond Markets Analysis and Strategies

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