Dual Dominance
The article explores the relationship between the Markowitz mean-variance model and the Ziemba capital growth model, offering insights into model-based portfolio construction.
Featured in No. 57 on 17 Jul 2024 · 3 days after release
- Released
- 14 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4894394
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).