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- W68348570 abstract "Since its development by Markowitz (1952, 1970), the mean-variance (MV) model for portfolio selection has become the standard tool by which risky financial assets are allocated. MV has gained a prominent place in finance because of its conceptual simplicity and ease of computation. Many authors, however, have challenged the model’s assumptions, primarily the normality of the probability distributions of the assets’ returns or the quadraticity of the preferences. MV validity has been reasserted by Levy and Markowitz (1979) and by Kroll, Levy, and Markowitz (1984), who showed that MV faithfully approximates expected utility." @default.
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- W68348570 date "2012-08-25" @default.
- W68348570 modified "2023-09-27" @default.
- W68348570 title "The Mean-Gini Portfolio and the Pricing of Capital Assets" @default.
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- W68348570 doi "https://doi.org/10.1007/978-1-4614-4720-7_18" @default.
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