STAT244.Lecture.05.06 2

STAT244.Lecture.05.06 2 - Is the Portfolio Theory Useful?...

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Is the Portfolio Theory Useful? I Estimation errors in ˆ μ and ˆ Ω can cause substantial errors in the estimation of optimal portfolios. I Russell Indx: 3000 stocks; (3000)(2999)
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This note was uploaded on 10/16/2010 for the course STAT 244 taught by Professor Dr.velu during the Summer '10 term at Stanford.

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