60 Years of portfolio optimization: Practical challenges and current trends

By Petter N. Kolm, Reha H. Tütüncü, Frank J Fabozzi 3. European Journal of Operational Research, 2014

579 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b7d07774f2ee45a7e001d59ce630408e41959087

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Andrew Urquhart
2. Emmanouil Platanakis

In Management Science and Operations Research

1. Emmanouil Platanakis
2. Andrew Urquhart

Citations in the corpus

• Should investors include Bitcoin in their portfolios? A portfolio theory approach (2020, background): “Applying a diverse variety of portfolio models reduces the issue of estimation risk in the input parameters of the portfolio selection process (Levy and Levy 2014; Kolm et al 2014), and also provides robustness to our conclusions.”