Click on the title to access a PDF of the article.
| 1. |
Forecast from the Past
Many financial planners may not fully understand the limitations of traditional estimation methods when using historical data to create an optimal portfolio. Employing James-Stein estimation techniques is one way of grappling with these limitations.
Authors: Richard O. Michaud & C. Michael Carty.
Publication: Financial Planning Magazine. November 1, 1999.
|
| |
|
