Untangling Universality and Dispelling Myths in Mean–Variance Optimization
The article discusses the widespread use of mean-variance optimization in quantitative finance, dispels associated myths, and introduces the concept of mean-variance-equivalent distributions.
Featured in No. 39 on 6 Mar 2024 · 3 days after release · 6 citations today
- Released
- 3 Mar 2024
- First featured
- No. 39 · 6 Mar 2024
- Citations (Semantic Scholar)
- 6
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- SSRN 4747461
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).