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Yusif Simaan
Information about the author Yusif Simaan will soon be added to the site.
Found
3 papers
in total
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Estimation risk in portfolio selection: The mean variance model versus the mean absolute deviation model
1997
Konno and Yamazaki propose the mean absolute deviation model as an alternative to the...
What is the opportunity cost of mean-variance investment strategies?
1993
An analytical framework is set up to evaluate the foregone opportunity cost of...
Portfolio selection and asset pricing-Three-parameter framework
1993
Idiosyncratic security risks are modelled as following a joint spherical distribution...
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