Tony Elavia

Mackenzie Investments

SCHOLARLY PAPERS

1

DOWNLOADS

194

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Gains from Markowitz Optimization: Evidence from Re-Optimization of Mutual Fund Holdings

Number of pages: 44 Posted: 06 Jan 2019
Tony Elavia, S.P. Kothari, Xu Li and Haifeng You
Mackenzie Investments, Massachusetts Institute of Technology (MIT) - Sloan School of Management, The University of Hong Kong and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Downloads 194 (212,749)

Abstract:

Loading...

mutual fund; risk optimization; portfolio management; expected returns.