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Financial Analysts Journal Volume 66, 2010 - Issue 2
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Portfolio Management

In Defense of Optimization: The Fallacy of 1/N

Mark Kritzman Mark Kritzman, CFA, is president and CEO of Windham Capital Management, Cambridge, Massachusetts.
, CFA,
Sébastien Page Sébastien Page, CFA, is senior managing director at State Street Global Markets, Cambridge, Massachusetts.
, CFA &
David Turkington David Turkington, CFA, is vice president of State Street Global Markets, Cambridge, Massachusetts.
, CFA
Pages 31-39 | Published online: 31 Dec 2018

References

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