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Financial Analysts Journal Volume 62, 2006 - Issue 4
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Portfolio Management

Covariance Misspecification in Asset Allocation

Steven P. Peterson Steven P. Peterson is associate professor of economics at Virginia Commonwealth University, Richmond.
&
John T. Grier John T. Grier, CFA, is director of Internal Equity at the Virginia Retirement System, Richmond.
, CFA
Pages 76-85 | Published online: 02 Jan 2019

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Sébastien Page. (2013) How to Combine Long and Short Return Histories Efficiently. Financial Analysts Journal 69:1, pages 45-52.
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Articles from other publishers (6)

Joseph L. PagliariJr.Jr.. (2017) Another Take on Real Estate's Role in Mixed-Asset Portfolio Allocations. Real Estate Economics 45:1, pages 75-132.
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Joseph Cherian, Christine Kon & Ziyun Li. (2020) Replicas: Have Hedge Funds Re-Resurrected as Traditional Beta?. SSRN Electronic Journal.
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Joseph L. Pagliari. (2011) Long-Run Investment Horizons and Implications for Mixed-Asset Portfolio Allocations. SSRN Electronic Journal.
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