scholarly journals Application of Tracking Signal to the Markowitz Portfolio Selection Model to Improve Stock Selection Ability by Overcoming Estimation Error

2016 ◽  
Vol 41 (3) ◽  
pp. 1-21
Author(s):  
Younghyun Kim ◽  
Hongseon Kim ◽  
Seongmoon Kim
Keyword(s):  
Portfolio Selection ◽  
Estimation Error ◽  
Selection Model ◽  
Stock Selection ◽  
Markowitz Portfolio ◽  
Portfolio Selection Model ◽  
Tracking Signal

scholarly journals A note on the integrability of the classical portfolio selection model

2010 ◽  
Vol 23 (9) ◽  
pp. 1114-1119 ◽  
Author(s):  
V. Naicker ◽  
J.G. O’Hara ◽  
P.G.L. Leach
Keyword(s):  
Portfolio Selection ◽  
Selection Model ◽  
Portfolio Selection Model
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