Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (English)
- New search for: Mynbayeva, Elmira
- Further information on Mynbayeva, Elmira:
- https://orcid.org/0000-0001-8759-323X
- New search for: Lamb, John D.
- Further information on Lamb, John D.:
- https://orcid.org/0000-0002-5849-7772
- New search for: Zhao, Yuan
- New search for: Mynbayeva, Elmira
- Further information on Mynbayeva, Elmira:
- https://orcid.org/0000-0001-8759-323X
- New search for: Lamb, John D.
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- New search for: Zhao, Yuan
In:
European Journal of Operational Research
;
301
, 2
;
694-707
;
2021
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
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Contributors:
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Published in:European Journal of Operational Research ; 301, 2 ; 694-707
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2021-11-18
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Size:14 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 301, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 395
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Electric bus planning & scheduling: A review of related problems and methodologiesPerumal, Shyam S.G. / Lusby, Richard M. / Larsen, Jesper et al. | 2021
- 414
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Pareto-scheduling of two competing agents with their own equal processing timesChen, Rubing / Geng, Zhichao / Lu, Lingfa / Yuan, Jinjiang / Zhang, Yuan et al. | 2021
- 432
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A goal-driven ruin and recreate heuristic for the 2D variable-sized bin packing problem with guillotine constraintsGardeyn, Jeroen / Wauters, Tony et al. | 2021
- 445
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Scheduling activities with time-dependent durations and resource consumptionsPottel, Steffen / Goel, Asvin et al. | 2021
- 458
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The bullwhip effect in a manufacturing/remanufacturing supply chain under a price-induced non-standard ARMA(1,1) demand processGiri, B.C. / Glock, C.H. et al. | 2021
- 473
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Channel differentiation strategy in a dual-channel supply chain considering free riding behaviorTian, Chen / Xiao, Tiaojun / Shang, Jennifer et al. | 2021
- 486
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Online crowdsourced truck delivery using historical informationZhang, Huili / Luo, Kelin / Xu, Yao / Xu, Yinfeng / Tong, Weitian et al. | 2021
- 502
-
Smart stacking for import containers using customer information at automated container terminalsFeng, Yuanjun / Song, Dong-Ping / Li, Dong et al. | 2021
- 523
-
The wisdom of crowds and transfer market valuesCoates, Dennis / Parshakov, Petr et al. | 2021
- 535
-
Reward shaping to improve the performance of deep reinforcement learning in perishable inventory managementDe Moor, Bram J. / Gijsbrechts, Joren / Boute, Robert N. et al. | 2021
- 546
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Servitization as an alternative business model and its implications on product durability, profitability & environmental impactKanatlı, Mehmet Ali / Karaer, Özgen et al. | 2021
- 561
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A profit surplus distribution mechanism for supply chain coordination: An evolutionary game-theoretic analysisHosseini-Motlagh, Seyyed-Mahdi / Choi, Tsan-Ming / Johari, Maryam / Nouri-Harzvili, Mina et al. | 2021
- 576
-
The effect of optimizing warehouse locations on omnichannel designsMillstein, Mitchell A. / Bilir, Canser / Campbell, James F. et al. | 2021
- 591
-
Comparison of anticipatory algorithms for a dial-a-ride problemRitzinger, Ulrike / Puchinger, Jakob / Rudloff, Christian / Hartl, Richard F. et al. | 2021
- 609
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Robust mechanism design and production structure for assembly systems with asymmetric cost informationLi, Zhaolin / Qian, Cheng / Ryan, Jennifer K. / Sun, Daewon et al. | 2021
- 624
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When and how should a retailer use third-party platform channels? The Impact of spillover effectsZhen, Xueping / Xu, Shuangshuang / Li, Yongjian / Shi, Dan et al. | 2021
- 638
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Heterogeneity, asymmetry and applicability of behavioral newsvendor modelsJammernegg, Werner / Kischka, Peter / Silbermayr, Lena et al. | 2021
- 647
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The pickup and delivery problem with time windows, multiple stacks, and handling operationsCherkesly, Marilène / Gschwind, Timo et al. | 2021
- 667
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An extension of Majority Judgment to non-uniform qualitative scalesGarcía-Lapresta, José Luis / Marques Pereira, Ricardo Alberto et al. | 2021
- 675
-
Design of win-win return policies for online retailersFan, Huirong / Khouja, Moutaz / Zhou, Jing et al. | 2021
- 694
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Why estimation alone causes Markowitz portfolio selection to fail and what we might do about itMynbayeva, Elmira / Lamb, John D. / Zhao, Yuan et al. | 2021
- 708
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Relief Aid Provision to En Route Refugees: Multi-Period Mobile Facility Location with Mobile DemandBayraktar, O. Baturhan / Günneç, Dilek / Salman, F. Sibel / Yücel, Eda et al. | 2021
- 726
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Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programmingFinnah, Benedikt / Gönsch, Jochen / Ziel, Florian et al. | 2021
- 747
-
The prediction intervals of remaining useful life based on constant stress accelerated life test dataQin, Shuidan / Wang, Bing Xing / Wu, Wenhui / Ma, Chao et al. | 2021
- 756
-
Insurance risk analysis of financial networks vulnerable to a shockTang, Qihe / Tong, Zhiwei / Xun, Li et al. | 2021
- 772
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Model averaging for interval-valued dataSun, Yuying / Zhang, Xinyu / Wan, Alan T.K. / Wang, Shouyang et al. | 2021
- 785
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A supervised learning-driven heuristic for solving the facility location and production planning problemWu, Tao / Huang, Le / Liang, Zhe / Zhang, Xiaoning / Zhang, Canrong et al. | 2021
- IFC
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Editorial Board| 2019