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Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Revisiting mean-variance optimization Enis Uysal; Francis H Trainer Jr; Jonathan Reiss Journal of Portfolio Management; Summer 2001; 27, 4; ABI/INFORM Global pg. 71

Revisiting mean-variance optimization Enis Uysal; Francis ... · This doesn't mean that we need to give up on sce- nario analysis, but it does mean that we need to consider a more

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Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Revisiting mean-variance optimizationEnis Uysal; Francis H Trainer Jr; Jonathan ReissJournal of Portfolio Management; Summer 2001; 27, 4; ABI/INFORM Globalpg. 71

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.