Open AccessInvestment Performance of Markowitz's Portfolio Selection Model over the Accuracy of the Input Parameters in the Korean Stock Market
Author(s) -
Hongseon Kim,
Jongbin Jung,
Seongmoon Kim
Publication year - 2013
Publication title -
journal of the korean operations research and management science society
Language(s) - English
Resource type - Journals
eISSN - 2733-4759
pISSN - 1225-1119
DOI - 10.7737/jkorms.2013.38.4.035
Subject(s) - econometrics , portfolio , standard deviation , rate of return on a portfolio , efficient frontier , sharpe ratio , economics , portfolio optimization , stock (firearms) , estimator , modern portfolio theory , stock market , post modern portfolio theory , stock market index , expected return , statistics , mathematics , financial economics , replicating portfolio , mechanical engineering , paleontology , horse , engineering , biology
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