Can a Statistical Understanding of Markowitz Mean Variance Efficiency Improve Portfolio Optimisation for U.K. Equities?

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Can a Statistical Understanding of Markowitz Mean Variance Efficiency Improve Portfolio Optimisation for U.K. Equities?

This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean variance optimisation by investigating the inherent variability and limitations of the process. Then testing some of the proposed techniques to improve the performance of the optimiser in selecting port...

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Bibliographic Details
Main Author:	Pugh, Charles J.
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22993/

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