Round-Table Questions on Harry Markowitz and His Legacy in Financial Economics

被引：0

作者：

Guerard Jr, John B. ^{[1
]}

Lee, Cheng-Few ^{[2
]}

Geczy, Christopher ^{[3
,4
]}

机构：

[1] McKinley Capital Management LLC, Bluffton, SC USA

[2] Rutgers Business Sch New Brunswick, Piscataway, NJ 08854 USA

[3] Jacobs Levy Equ Management Ctr Quantitat Financial, Philadelphia, PA USA

[4] Wharton Wealth Management Initiat, Philadelphia, PA USA

来源：

JOURNAL OF INVESTING | 2024年 / 33卷 / 04期

关键词：

EFFICIENT PORTFOLIO CONSTRUCTION; EQUILIBRIUM; EARNINGS; PRICES; RETURN; MODEL;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Harry Markowitz was the father of portfolio selection. His emphasis of the need to integrate utility theory and its corresponding risk -aversion coefficients, Bayesian and robust statistics for covariance and expected return forecasting, transactions costs, and data mining corrections testing educated many investors, asset managers, plan sponsors, and consultants to more objectively measure and assess portfolio performance.

引用

页码：7 / 19

页数：13

共 26 条

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