References and Bibliography
Adler, Timothy, and Mark Kritzman. 2007. “Mean-Variance Versus Full-Scale Optimisation: In and out of Sample,” Journal of Asset Management, vol. 7, no. 5, pp. 302–311.
Agarwal, Vikas, and Narayan Y. Naik. 2004. “Risks and Portfolio Decisions Involving Hedge Funds,” Review of Financial Studies, vol. 17, no. 1, pp. 63–98.
Allen, David, Colin Lizieri, and Stephen Satchell. 2019. “In Defense of Portfolio Optimization: What If We Can Forecast?,” Financial Analysts Journal, vol. 75, no. 3, pp. 1–19.
American Investment Council. May 2018. “Private Equity Delivers Highest Returns for Public Pension Funds,” Annual Public Pension Study. Retrieved from http://www.investmentcouncil.org/2018-aic-public-pension-study-private-equity-delivers-highest-returns-for-public-pension-funds/ ...
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