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It is argued that a constrained mean variance framework is superior to Black-Litterman asset allocation, and can help an investor determine the mean excess ...
Varouj A. Aivazian, Jeffrey L. Callen, Itzhak Krinsky, Clarence C. Y. Kwan, Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms, The ...
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