MeanVariance Efficient Portfolios
A 1992 study found that a composite model of financial variables outperformed equity benchmarks by 400 basis points annually, a finding later confirmed by Markowitz and Xu in 1994.
Featured in No. 50 on 22 May 2024 ·
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- 3 Apr 2023
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- No. 50 · 22 May 2024
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- 92
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- SSRN 4831997
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