Mean-Variance optimisation has come under great criticism recently, based on the poor performance experienced by asset managers during the global financial crisis.
Chief Risk officer, Woodbine Capital Advisors
Professor of Finance, Tulane University
|Type :||Working paper|
|Date :||le 06/12/2010|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|