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  • I cannot imagine that you win the contest by choosing the optimal mean-variance trade-off.

    Masonomics Watch, Arnold Kling | EconLog | Library of Economics and Liberty

  • Nonetheless, the solutions you get for most problems e.g., allocation across the market asset and a few other portfolios are quantitatively similar whether or not you tech up and use a better utility function and/or modify the return distribution to better accomodate reality, or whether you just use mean-variance allocation.

    The Volokh Conspiracy » The Nobel Prize in Economics

  • Estimation of portfolio-balance functions that are mean-variance optimizing: The mark and the dollar (International finance discussion papers/Board of Governors of the Federal Reserve System) by Jeffrey A Frankel

    The Party's Over

  • In this way, the complicated and multidimensional problem of portfolio choice with respect to a large number of different assets, each with varying properties, is reduced to a conceptually simple two-dimensional problem - known as mean-variance analysis.

    The Prize in Economics 1990 - Press Release

  • The statistical model can incorporate proper distributional properties of each data such as mean-variance relationship simply by selecting an appropriate likelihood for each data type.

    Naturejobs - All Jobs

  • This is accomplished using optimization methods within a mean-variance framework.

    Recently Uploaded Slideshows

  • Cross-sectionally, expected returns deviate from the CAPM even if investors attempt to hold mean-variance efficient portfolios, and these deviations can be predictable based on past dividends and prices.

    BNET Articles

  • Optimization can be performed using simple Markowitz style mean-variance optimization.

    Recently Uploaded Slideshows

  • I suspect your recent mean-variance experiences - despite having read Taleb - is causing you to be optimistic on earnings as well.

    The Big Picture

  • Investors all all mean-variance optimizers, what implies the use of the Portfolio Theory.

    Citizendium, the Citizens' Compendium - Recent changes [en]


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